Approximating term structure of interest rates using cubic \(L_1\) splines (Q2384853)
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scientific article; zbMATH DE number 5199568
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| English | Approximating term structure of interest rates using cubic \(L_1\) splines |
scientific article; zbMATH DE number 5199568 |
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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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0.8239786028862
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0.8166998624801636
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0.8131662607192993
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0.8005560636520386
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0.7964174747467041
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