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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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The Third International Workshop on GPU Computing and AI (GCA), 2018

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The 2018 International Conference on Cloud Computing and Internet of Things (CCIOT’18), 2018