Project Details
Description
Padé approximants are very suitable for approximating large classes of functions. We model successfully experimental densities of interest rates with P.A. of very law indices.
| Status | Finished |
|---|---|
| Effective start/end date | 1/07/98 → 31/12/01 |
Keywords
- tail analysis
- interest rates
- Pade approximants
- Padé approximants
- scaling
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