A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040)
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scientific article; zbMATH DE number 2177819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE |
scientific article; zbMATH DE number 2177819 |
Statements
A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
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22 June 2005
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Arbitrage
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term structure
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splines
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parsimonious models
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0.8091608285903931
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0.804176390171051
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0.7686211466789246
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0.746367871761322
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0.7455388903617859
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