Arbitrage bounds for the term structure of interest rates (Q1381485)
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scientific article; zbMATH DE number 1129633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage bounds for the term structure of interest rates |
scientific article; zbMATH DE number 1129633 |
Statements
Arbitrage bounds for the term structure of interest rates (English)
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27 April 1998
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term structure of interest rates
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yield curve
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arbitrage bounds
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linear programming
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duality theory
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smoothing splines
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smooth estimator of the term structure
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