Positive forward rates in the maximum smoothness framework

Authors: Juli aacute

n Manzano ^a; J ouml

rgen 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: 8 issues per year

Published in: journal

Quantitative Finance, Volume 4, Issue 2 April 2004 , pages 221 - 232

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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