Yield curve estimation of the Nelson-Siegel class model by using hybrid method with L-BFGS-B iterations approach
2009 ◽
Vol 192
(2)
◽
pp. 594-602
◽
Keyword(s):
2003 ◽
Vol 27
(1)
◽
pp. 1-26
◽
2001 ◽
Vol 105
(1)
◽
pp. 185-223
◽
2012 ◽
Vol 48
(5)
◽
pp. 4-24
◽