Positive forward rates in the maximum smoothenss framework (Q4610229)
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scientific article; zbMATH DE number 7002122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive forward rates in the maximum smoothenss framework |
scientific article; zbMATH DE number 7002122 |
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Positive forward rates in the maximum smoothenss framework (English)
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15 January 2019
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Swedish bond market
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positive forward rates
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nonlinerar dynamic programming
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maximum smoothness framework
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