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https://doi.org/10.1023/A:1020707028156
Title: | Computing maximum smoothness forward rate curves | Authors: | Lim, K.G. Xiao, Q. |
Keywords: | Computations Curve smoothing Forward rates Optimization |
Issue Date: | 2002 | Citation: | Lim, K.G., Xiao, Q. (2002). Computing maximum smoothness forward rate curves. Statistics and Computing 12 (3) : 275-279. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1020707028156 | Source Title: | Statistics and Computing | URI: | http://scholarbank.nus.edu.sg/handle/10635/45208 | ISSN: | 09603174 | DOI: | 10.1023/A:1020707028156 |
Appears in Collections: | Staff Publications |
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