Approximating term structure of interest rates using cubic L

Nan-Chieh Chiu, Shu-Cherng Fang, John E. Lavery, Jen-Yen Lin, Yong Wang. Approximating term structure of interest rates using cubic L. European Journal of Operational Research, 184(3):990-1004, 2008. [doi]

Authors

Nan-Chieh Chiu

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Shu-Cherng Fang

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John E. Lavery

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Jen-Yen Lin

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Yong Wang

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