Approximating term structure of interest rates using cubic \(L_1\) splines (Q2384853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating term structure of interest rates using cubic \(L_1\) splines |
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Approximating term structure of interest rates using cubic \(L_1\) splines (English)
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10 October 2007
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B-spline
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finance
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geometric programming
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\(L_1\) spline
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term structure
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