Work

Forward Rate Curve Smoothing

Year: 2014

Type: review

Source: Annual Review of Financial Economics

DOI: 10.1146/annurev-financial-022114-112903

Author: Robert A. Jarrow

Institutions: Cornell University, Kizakura Co., Ltd. (Japan)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013084992

FWCI: 0.736

Cites: 23

Cited by: 10

Related to: 10