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scientific article; zbMATH DE number 6402621 - MaRDI portal

scientific article; zbMATH DE number 6402621

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Publication:5171727

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DOI10.3969/j.issn.1005-3085.2014.04.012zbMath1313.91175MaRDI QIDQ5171727

Xijun Cheng, Feng Liu

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

cubic spline function knot selection term structure of interest

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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