ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE (Q5696848)
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scientific article; zbMATH DE number 2216230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE |
scientific article; zbMATH DE number 2216230 |
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ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE (English)
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19 October 2005
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term structure
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regression spline
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model choice
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simulated annealing
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