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A constrained least sqare approach to the estimation of the term structure of interest rates
Konno, Hiroshi - In: Financial engineering and the Japanese markets 2 (1995) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001187909
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On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Konno, Hiroshi - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10001204472