Pages that link to "Item:Q1000400"
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The following pages link to On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (Q1000400):
Displaying 5 items.
- Convexity theory for the term structure equation (Q928497) (← links)
- A constrained least square approach to the estimation of the term structure of interest rates (Q1000382) (← links)
- Convex structure of the constrained least square problem for estimating the forward rate sequence (Q1000431) (← links)
- Measurement of interest rates using a convex optimization model (Q1752197) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)