On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (Q1000400): Difference between revisions
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| Property / cites work: A constrained least square approach to the estimation of the term structure of interest rates / rank | |||
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| Property / cites work: A quadratically-convergent algorithm for general nonlinear programming problems / rank | |||
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| Property / cites work: On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming / rank | |||
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| Property / cites work: Q5342712 / rank | |||
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Latest revision as of 00:39, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the de-facto convex structure of a least square problem for estimating the term structure of interest rates |
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On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (English)
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6 February 2009
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term structure of interest rates
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constrained least square problem
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Carleton-Cooper''s method
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nonconvex minimization problem
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