Pages that link to "Item:Q2384853"
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The following pages link to Approximating term structure of interest rates using cubic \(L_1\) splines (Q2384853):
Displaying 7 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- \(L_1C^1\) polynomial spline approximation algorithms for large data sets (Q478198) (← links)
- Measurement of interest rates using a convex optimization model (Q1752197) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Data approximation by \(L^1\) spline fits with free knots (Q2668215) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
