Approximating term structure of interest rates using cubic L.

Nan-Chieh Chiu Shu-Cherng Fang John E. Lavery Jen-Yen Lin Yong Wang

Published in: Eur. J. Oper. Res. (2008)

Keyphrases

real time
data mining
information retrieval
genetic algorithm
database
databases
three dimensional
similarity measure
probabilistic model
probability distribution
structural information
geometric structure