"Comparison of non-linear optimization algorithms for yield curve estimation."

Polychronis Manousopoulos, Michalis Michalopoulos (2009)

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DOI: 10.1016/J.EJOR.2007.09.017

access: closed

type: Journal Article

metadata version: 2022-10-02

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Polychronis Manousopoulos, Michalis Michalopoulos:
Comparison of non-linear optimization algorithms for yield curve estimation. Eur. J. Oper. Res. 192(2): 594-602 (2009)

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