Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained smoothing \(B\)-splines for the term structure of interest rates |
scientific article |
Statements
Constrained smoothing \(B\)-splines for the term structure of interest rates (English)
0 references
10 February 2012
0 references
term structure
0 references
no-arbitrage
0 references
interpolation
0 references
smoothing splines
0 references
0 references
0 references
0 references
0 references
0 references
0 references
