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Computing maximum smoothness forward rate curves

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Authors
  1. Kian Guan Lim
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  2. Qin Xiao
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Lim, K.G., Xiao, Q. Computing maximum smoothness forward rate curves. Statistics and Computing 12, 275–279 (2002). https://doi.org/10.1023/A:1020707028156

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  • DOI: https://doi.org/10.1023/A:1020707028156

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