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]
@article{ChiuFLLW08,
title = {Approximating term structure of interest rates using cubic L},
author = {Nan-Chieh Chiu and Shu-Cherng Fang and John E. Lavery and Jen-Yen Lin and Yong Wang},
year = {2008},
doi = {10.1016/j.ejor.2006.12.008},
url = {http://dx.doi.org/10.1016/j.ejor.2006.12.008},
researchr = {https://researchr.org/publication/ChiuFLLW08},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {184},
number = {3},
pages = {990-1004},
}