Title of article
Approximating term structure of interest rates using cubic L1 splines
Author/Authors
Nan-Chieh Chiu، نويسنده , , Shu - Cherng Fang، نويسنده , , John E. Lavery، نويسنده , , Jen-Yen Lin، نويسنده , , Yong Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
15
From page
990
To page
1004
Keywords
B-Spline , finance , Geometric programming , L1 spline , Term structure
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217280
Link To Document