Arbitrage bounds for the term structure of interest rates (Q1381485): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s007800050031 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2569851006 / rank | |||
Normal rank |
Latest revision as of 20:42, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Arbitrage bounds for the term structure of interest rates |
scientific article |
Statements
Arbitrage bounds for the term structure of interest rates (English)
0 references
27 April 1998
0 references
term structure of interest rates
0 references
yield curve
0 references
arbitrage bounds
0 references
linear programming
0 references
duality theory
0 references
smoothing splines
0 references
smooth estimator of the term structure
0 references