A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040)

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A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE
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    title
    A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
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    author
    Livio Marangio
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    Alessandro Ramponi
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    Massimo Bernaschi
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    publication date
    22 June 2005
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    zbMATH DE Number
    2177819
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    zbMATH Keywords
    Arbitrage
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    term structure
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    splines
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    parsimonious models
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