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scientific article; zbMATH DE number 6796070 - MaRDI portal

scientific article; zbMATH DE number 6796070

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Publication:5371413

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zbMath1389.62061MaRDI QIDQ5371413

Liang Jiang, Liping Song, Hongxi Lin

Publication date: 20 October 2017

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

zbMATH Keywords

P-spline semi-parametric model risk compensation factor short-term interest model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)

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