"Approximating term structure of interest rates using cubic L."

Nan-Chieh Chiu et al. (2008)

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DOI: 10.1016/J.EJOR.2006.12.008

access: closed

type: Journal Article

metadata version: 2023-09-30

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Nan-Chieh Chiu, Shu-Cherng Fang, John E. Lavery, Jen-Yen Lin, Yong Wang:
Approximating term structure of interest rates using cubic L. Eur. J. Oper. Res. 184(3): 990-1004 (2008)

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