Exact Smooth Term-Structure Estimation (Q4553795)

From MaRDI portal
Revision as of 09:37, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6969766
Language Label Description Also known as
English
Exact Smooth Term-Structure Estimation
scientific article; zbMATH DE number 6969766

    Statements

    title
    Exact Smooth Term-Structure Estimation (English)
    0 references
    author
    Damir Filipović
    0 references
    Sander Willems
    0 references
    publication date
    31 October 2018
    0 references
    zbMATH Keywords
    bootstrap
    0 references
    discount curve
    0 references
    forward curve
    0 references
    splines
    0 references
    term-structure estimation
    0 references

    Identifiers

    DOI
    10.1137/16M1080276
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    62P05
    0 references
    62G05
    0 references
    91G30
    0 references
    zbMATH DE Number
    6969766
    0 references
    arXiv ID
    1606.03899
    0 references
    OpenAlex ID
    W3125466216
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4553795&oldid=37113606"
    Powered by MediaWiki