Title
Computing maximum smoothness forward rate curves
Year
DOI
Venue
2002
10.1023/A:1020707028156
Statistics and Computing
Keywords
Field
DocType
forward rates,curve smoothing,optimization,computations
Forward rate,Mathematical optimization,Smoothness,Mathematics,Computation
Journal
Volume
Issue
ISSN
12
3
1573-1375
Citations 
PageRank 
References 
1
0.45
0
Authors
2
Name
Order
Citations
PageRank
Kian Guan Lim1605.35
Qin Xiao210.45