Modelling term structure of interest rate in T-bill market based on negative exponential cubic smooth L1-spline

WU Ze-fu

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2637-2643.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2637-2643. DOI: 10.12011/1000-6788(2012)12-2637

Modelling term structure of interest rate in T-bill market based on negative exponential cubic smooth L1-spline

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(12): 2637-2643 https://doi.org/10.12011/1000-6788(2012)12-2637

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