A note on interest rate term structure estimation using tension splines

Luca Barzanti and Corrado Corradi ()

Insurance: Mathematics and Economics, 1998, vol. 22, issue 2, pages 139-143

Date: 1998
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V8N ... 579c6512a808f6241853
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:insuma:v:22:y:1998:i:2:p:139-143

Access Statistics for this article

Insurance: Mathematics and Economics is edited by R. Kaas, H. U. Gerber, M. J. Goovaerts and E. S. W. Shiu

More articles in Insurance: Mathematics and Economics from Elsevier
Series data maintained by Heidi Boesdal ().