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Hyperbolic tension splines
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Review of Derivatives Research
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An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank
- In:
Review of Derivatives Research
13
(
2010
)
2
,
pp. 101-124
Persistent link: https://www.econbiz.de/10008526470
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Discount curve construction with tension splines
Andersen, Leif
- In:
Review of Derivatives Research
10
(
2007
)
3
,
pp. 227-267
Persistent link: https://www.econbiz.de/10005709849
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