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Comparison of non-linear optimization algorithms for yield curve estimation - MaRDI portal

Comparison of non-linear optimization algorithms for yield curve estimation (Q1011191)

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scientific article; zbMATH DE number 5541390
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English
Comparison of non-linear optimization algorithms for yield curve estimation
scientific article; zbMATH DE number 5541390

    Statements

    Comparison of non-linear optimization algorithms for yield curve estimation (English)
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    8 April 2009
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    finance
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    OR in banking
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    non-linear programming
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    yield curve
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