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- W2013084992 abstract "This article reviews the forward rate curve smoothing literature. The key contribution of this review is to link the static curve fitting exercise to the dynamic and arbitrage-free models of the term structure of interest rates. As such, this review introduces more economics to an almost exclusively mathematical exercise, and it identifies new areas for research related to forward rate curve smoothing." @default.
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- W2013084992 date "2014-12-01" @default.
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- W2013084992 title "Forward Rate Curve Smoothing" @default.
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- W2013084992 doi "https://doi.org/10.1146/annurev-financial-022114-112903" @default.
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