DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES |
scientific article |
Statements
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (English)
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29 September 2008
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monotone discount curve
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McCulloch splines
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nonnegative forward rates
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