Convex Structure of the Constrained Least Square Problem for Estimating the Forward Rate Sequence
Year of publication: |
1997
|
---|---|
Authors: | KONNO, HIROSHI |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 4.1997, 2, p. 179-185
|
Publisher: |
Springer |
Subject: | convex minimization problems | forward rate sequence | least square approach | term structure of interest rates |
-
A Modification to Kostiakov and Modified Kostiakov Infiltration Models
Parhi, Prabeer, (2007)
-
Below the Zero Lower Bound : A Shadow-Rate Term Structure Model for the Euro Area
Lemke, Wolfgang, (2017)
-
Below the Zero Lower Bound : A Shadow-Rate Term Structure Model for the Euro Area
Lemke, Wolfgang, (2016)
- More ...
-
A cutting plane algorithm for solving bilinear programs
Konno, Hiroshi, (1975)
-
Maximization of a convex quadratic function under linear constraints
Konno, Hiroshi, (1975)
-
Minimum concave cost series production systems with deterministic demands : a backlogging case
Konno, Hiroshi, (1973)
- More ...