Interpolation Methods for Curve Construction
Year of publication: |
2006
|
---|---|
Authors: | Hagan, Patrick ; West, Graeme |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 13.2006, 2, p. 89-129
|
Publisher: |
Taylor & Francis Journals |
Subject: | Yield curve | interpolation | bootstrap |
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