Discount curve construction with tension splines
type: Item
instance of: scholarly article
title: Discount curve construction with tension splines
zbMATH Open document ID: 1151.91558
published in: Review of Derivatives Research
publication date: 2008-09-02T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65D07
Mathematics Subject Classification ID: 41A15
zbMATH DE Number: 5319240
zbMATH Keywords: discount curves
zbMATH Keywords: hyperbolic tension splines
zbMATH Keywords: bond pricing
zbMATH Keywords: swap pricing
zbMATH Keywords: perturbation locality
zbMATH Keywords: optimality
author: L. Andersen
MaRDI profile type: Publication
full work available at URL: s11147-008-9021-2
OpenAlex ID: W2025954182
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DOI: 10.1007/S11147-008-9021-2
description: scientific article; zbMATH DE number 5319240