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Approximating term structure of interest rates using cubic L.

Nan-Chieh ChiuShu-Cherng FangJohn E. LaveryJen-Yen LinYong Wang
Published in: Eur. J. Oper. Res. (2008)
Keyphrases
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  • genetic algorithm
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  • three dimensional
  • similarity measure
  • probabilistic model
  • probability distribution
  • structural information
  • geometric structure