Convex structure of the constrained least square problem for estimating the forward rate sequence

From MaRDI portal
Revision as of 21:41, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1000431


DOI10.1023/A:1009677915798zbMath1153.91760MaRDI QIDQ1000431

Hiroshi Konno

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)


Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B82: Statistical methods; economic indices and measures





Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1000431&oldid=12991298"
Powered by MediaWiki