Author:
Filipovii Damir,Willems Sander
Reference28 articles.
1. Smooth interpolation of zero curves;K Adams;Algo Research Quarterly,2001
2. Fitting yield curves and forward rate curves with maximum smoothness;K J Adams;The Journal of Fixed Income,1994
3. Discount curve construction with tension splines;L Andersen;Review of Derivatives Research,2007
4. A note on interest rate term structure estimation using tension splines;L Barzanti;Insurance: Mathematics and Economics,1998