NO-PARAMETRIC ESTIMATION FOR SHORT TERM INTEREST RATE MODEL BY P-SPLINE

JIANG Liang, LIN Hongxi,SONG Liping

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (11) : 2137-2150.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (11) : 2137-2150. DOI: 10.12341/jssms12979

NO-PARAMETRIC ESTIMATION FOR SHORT TERM INTEREST RATE MODEL BY P-SPLINE

  • JIANG Liang, LIN Hongxi ,SONG Liping
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(11): 2137-2150 https://doi.org/10.12341/jssms12979

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