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Free-form interest rate term structure decomposition: a 2nd order optimization problem

Brian Barnard

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Tags: Finance, Optimization, term structure decomposition

December 14, 2015 by little_jimmy

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high performance computing on graphics processing units: hgpu.org

Free-form interest rate term structure decomposition: a 2nd order optimization problem

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International Conference on Intelligent Autonomous Systems (ICIAS), 2018

International Conference on Robotics and Intelligent System (ICRIS), 2018

International Conference on Image and Graphics Processing (ICIGP), 2018

8th International Conference on Bioscience, Biochemistry and Bioinformatics (ICBBB), 2018

The 10th International Conference on Computer Modeling and Simulation (ICCMS), 2018