A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q590141 |
||
| Property / author | |||
| Property / author: Massimo Bernaschi / rank | |||
Revision as of 12:57, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE |
scientific article |
Statements
A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
0 references
22 June 2005
0 references
Arbitrage
0 references
term structure
0 references
splines
0 references
parsimonious models
0 references
