Pages that link to "Item:Q659234"
From MaRDI portal
The following pages link to Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234):
Displaying 5 items.
- Spline based survival model for credit risk modeling (Q323267) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
