ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE

DOI10.1142/S0219024903001840zbMath1079.91535OpenAlexW2078510628MaRDI QIDQ5696848

Alessandro Ramponi

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024903001840

zbMATH Keywords

simulated annealingterm structuremodel choiceregression spline

Mathematics Subject Classification ID

Related Items (2)

Kriging of financial term-structures ⋮ Approximating term structure of interest rates using cubic \(L_1\) splines

Cites Work

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• Cooling Schedules for Optimal Annealing
• Automatic Bayesian Curve Fitting
• Simulated Annealing: Searching for an Optimal Temperature Schedule

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