Computing Maximum Smoothness Forward Rate Curves
Publication Type
Journal Article
Publication Date
7-2002
Discipline
Finance and Financial Management | Portfolio and Security Analysis
Research Areas
Finance
Publication
Statistics and Computing
Volume
12
Issue
3
First Page
275
Last Page
279
ISSN
1573-1375
Identifier
10.1023/a:1020707028156
Publisher
Springer Verlag (Germany)
Citation
Lim, Kian Guan and Qin, Xiao.
Computing Maximum Smoothness Forward Rate Curves. (2002). Statistics and Computing. 12, (3), 275-279.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2636