scientific article; zbMATH DE number 2209875

MaRDI QIDQ5692864zbMATH OpenFDO

Authors Ilona Kletskin, Seung Youn Lee, Hua Li, Mingfei Li, Rongsong Liu, Carlos Tomalsky, Yujun Wu

Publication date 28 September 2005

Mathematics Subject Classification ID

Cited in

(3)

• On the level-slope-curvature effect in yield curves and eventual total positivity
• A noisy principal component analysis for forward rate curves
• Some results on correlation matrices for interest rates

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