Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment
Author:
Funder
Bank Indonesia
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s10614-018-9848-z.pdf
Reference51 articles.
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5. Björk, T., & Christensen, B. J. (1999). Interest rate dynamics and consistent forward rate curves. Mathematical Finance, 9(4), 323–348.
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