An estimation model for the term structure of yield spread
type: Item
instance of: scholarly article
title: An estimation model for the term structure of yield spread
zbMATH Open document ID: 1055.91037
DOI: 10.1023/A:1011967507050
author: Kimiaki Aonuma
author: Takahito Tanabe
published in: Asia-Pacific Financial Markets
publication date: 2003-12-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2012848
zbMATH Keywords: automatic differentiation
zbMATH Keywords: nonlinear programming
zbMATH Keywords: transition matrix of credit-rating class
MaRDI profile type: Publication
full work available at URL: a:1011967507050
OpenAlex ID: W22475528
description: scientific article; zbMATH DE number 2012848