On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (Q1000400)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the de-facto convex structure of a least square problem for estimating the term structure of interest rates |
scientific article |
Statements
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (English)
0 references
6 February 2009
0 references
term structure of interest rates
0 references
constrained least square problem
0 references
Carleton-Cooper''s method
0 references
nonconvex minimization problem
0 references
