Measurement of interest rates using a convex optimization model (Q1752197)
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scientific article; zbMATH DE number 6872209
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| English | Measurement of interest rates using a convex optimization model |
scientific article; zbMATH DE number 6872209 |
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Measurement of interest rates using a convex optimization model (English)
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24 May 2018
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finance
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OR in banking
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forward rate
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term structure
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nonlinear optimization
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0.7818794846534729
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0.7493309378623962
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0.7414471507072449
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0.7413386106491089
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0.7378264665603638
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