Adaptive and monotone spline estimation of the cross-sectional term structure

International Journal of Theoretical and Applied Finance

Volumn 6, Issue 2, 2003, Pages 195-212

  Ramponi, Alessandro ^a  

^a UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Model choice; Regression spline; Simulated annealing; Term structure

Indexed keywords

EID: 0142086998     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024903001840     Document Type: Article

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