Fitting dynamically consistent forward rate curves: algorithm and comparison (Q6649935)
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scientific article; zbMATH DE number 7955238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting dynamically consistent forward rate curves: algorithm and comparison |
scientific article; zbMATH DE number 7955238 |
Statements
Fitting dynamically consistent forward rate curves: algorithm and comparison (English)
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6 December 2024
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dynamically consistent term structure smoothing
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HJM model
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Nelson-Siegel
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svensson
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cubic splines
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