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Positive forward rates in the maximum smoothness framework
Authors:
Juli
n Manzano a;
J
rgen Blomvall b
n Manzano a;
Jrgen Blomvall b
| Affiliations: | a Division of Applied Physics, Institute of Physics and Measurement Technology, Linkping University, Linkping, Sweden |
| b Division of Optimization, Department of Mathematics, Linkping University, Sweden |
DOI:
10.1088/1469-7688/4/2/011
Publication Frequency:
10 issues per year
Formats available:
PDF
(English)
