Positive forward rates in the maximum smoothenss framework (Q4610229)
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scientific article; zbMATH DE number 7002122
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Positive forward rates in the maximum smoothenss framework |
scientific article; zbMATH DE number 7002122 |
Statements
Positive forward rates in the maximum smoothenss framework (English)
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15 January 2019
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Swedish bond market
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positive forward rates
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nonlinerar dynamic programming
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maximum smoothness framework
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0.7820969820022583
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0.7535279989242554
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0.7127631902694702
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