"Fourier estimation method applied to forward interest rates."

Nien-Lin Liu, Maria Elvira Mancino (2012)

> Home

Details and statistics

DOI: 10.14495/JSIAML.4.17

access: open

type: Journal Article

metadata version: 2021-02-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jsiaml/LiuM12
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.