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Constrained smoothing \(B\)-splines for the term structure of interest rates - MaRDI portal

Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234)

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scientific article; zbMATH DE number 6004699
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English
Constrained smoothing \(B\)-splines for the term structure of interest rates
scientific article; zbMATH DE number 6004699

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    Constrained smoothing \(B\)-splines for the term structure of interest rates (English)
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    10 February 2012
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    term structure
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    no-arbitrage
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    interpolation
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    smoothing splines
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