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Adaptive and monotone spline estimation of the cross-sectional term structure
Ramponi, Alessandro - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 195-212
Persistent link: https://www.econbiz.de/10001769129
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A review of techniques for the estimation of the term structure
Marangio, Livio; Bernaschi, Massimo; Ramponi, Alessandro - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001662972