A note on interest rate term structure estimation using tension splines

Insurance: Mathematics and Economics

Volumn 22, Issue 2, 1998, Pages 139-143

  Barzanti, Luca ^a   Corradi, Corrado ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Tension splines; Term structure estimation

Indexed keywords

EID: 0032090857     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00035-8     Document Type: Article

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