Computing maximum smoothness forward rate curves

10.1023/A:1020707028156

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Bibliographic Details
Main Authors:	Lim, K.G., Xiao, Q.
Other Authors:	FINANCE & ACCOUNTING
Format:	Article
Published:	2013
Subjects:	Computations Curve smoothing Forward rates Optimization
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/45208
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Institution:	National University of Singapore

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