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Comparison of non-linear optimization algorithms for yield curve estimation - MaRDI portal

Comparison of non-linear optimization algorithms for yield curve estimation

From MaRDI portal
Publication:1011191

DOI10.1016/j.ejor.2007.09.017zbMath1157.90538OpenAlexW1993042895MaRDI QIDQ1011191

Michalis Michalopoulos, Polychronis Manousopoulos

Publication date: 8 April 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.09.017




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