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"Fourier estimation method applied to forward interest rates."

Nien-Lin Liu, Maria Elvira Mancino (2012)

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DOI: 10.14495/JSIAML.4.17

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
  - journals/jsiaml/LiuM12
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  - https://dblp.org/rec/journals/jsiaml/LiuM12
Nien-Lin Liu, Maria Elvira Mancino:
Fourier estimation method applied to forward interest rates. JSIAM Lett. 4: 17-20 (2012)

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