Title

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)