A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE (Q5714655)
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scientific article; zbMATH DE number 2239032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE |
scientific article; zbMATH DE number 2239032 |
Statements
A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE (English)
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15 December 2005
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term structure
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Carleton -- Cooper's method
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