Determining the term structure of interest rates (Q845543)
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scientific article; zbMATH DE number 5664332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Determining the term structure of interest rates |
scientific article; zbMATH DE number 5664332 |
Statements
Determining the term structure of interest rates (English)
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29 January 2010
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yield curve
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exponential-sinusoidal splines
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discontinuous change of time
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the Pontryagin maximum principle
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0.7697544097900391
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0.7514520883560181
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0.7485937476158142
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