Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234)
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scientific article; zbMATH DE number 6004699
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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