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"Exact Smooth Term-Structure Estimation."

Damir Filipovic, Sander Willems (2018)

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DOI: 10.1137/16M1080276

access: closed

type: Journal Article

metadata version: 2019-04-18

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Damir Filipovic, Sander Willems:
Exact Smooth Term-Structure Estimation. SIAM J. Financial Math. 9(3): 907-929 (2018)

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