Approximating term structure of interest rates using cubic L 1 splines
| Year of publication: |
2008
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|---|---|
| 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 2430034. - Vol. 184.2008, 3, p. 990-1004
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