Empirical comparison term structure of interest rates model based on polynomial spline function with penalty term

YANG Feng-mei;REN Shu-yi;ZHOU Rong-xi

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 735-739.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 735-739. DOI: 10.12011/1000-6788(2011)4-735
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Empirical comparison term structure of interest rates model based on polynomial spline function with penalty term

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