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scientific article; zbMATH DE number 938655
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scientific article; zbMATH DE number 938655

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    author
    S. Lorimier
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    publication date
    7 January 1997
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    zbMATH DE Number
    938655
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    zbMATH Keywords
    yield curve
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    smoothing
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    optimization
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    forward rate curve
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    zero-coupon bond prices
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    polynomial spline
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    interbank rates
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