Interest rate term structure modelling
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References listed on IDEAS
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- Victor A. Lapshin & Vadim Ya. Kaushanskiy, 2014. "A Nonparametric Method For Term Structure Fitting With Automatic Smoothing," HSE Working papers WP BRP 39/FE/2014, National Research University Higher School of Economics.
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KeywordsFinance Interest rate Term structure Arbitrage pricing theory;
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