Approximate solution for the quadratic profitability model

MaRDI QIDQ6571913zbMATH OpenFDO

Authors Dmitriĭ Aleksandrovich Pavliv

Publication date 12 July 2024

Published in Izvestiya Gomel'skogo Gosudarstvennogo Universiteta Im. F. Skoriny (Search for Journal in Brave)

zbMATH Keywords

forward curvequadratic modelsmall parameter methodyield curve

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(1)

• On the properties of one-dimensional quadratic model of the term structure of yields

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