On the accuracy of the local linear approximation for the term structure of interest rates (Q4610220)
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scientific article; zbMATH DE number 7002115
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| default for all languages | No label defined |
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| English | On the accuracy of the local linear approximation for the term structure of interest rates |
scientific article; zbMATH DE number 7002115 |
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On the accuracy of the local linear approximation for the term structure of interest rates (English)
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15 January 2019
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term structure
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interest rates
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local linear approximation
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0.8329765200614929
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0.7608792185783386
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0.7596099376678467
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0.7591790556907654
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0.757652759552002
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