Approximating term structure of interest rates using cubic L 1 splines
Nan-Chieh Chiu; Shu-Cherng Fang; John E. Lavery; Jen-Yen Lin; Yong Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Chiu, Nan-chieh ; Fang, Shu-Cherng ; Lavery, John E. ; Lin, Jen-yen ; Wang, Yong |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 184.2008, 3 (1.2.), p. 990-1004
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003768640