Determining the term structure of interest rates (Q845543)

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scientific article; zbMATH DE number 5664332
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English
Determining the term structure of interest rates
scientific article; zbMATH DE number 5664332

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    Determining the term structure of interest rates (English)
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    29 January 2010
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    yield curve
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    exponential-sinusoidal splines
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    discontinuous change of time
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    the Pontryagin maximum principle
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