Term structure extrapolation and asymptotic forward rates

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

Business, Business Economics, Copyright Law +8

Pricing Interest-Rate-Derivative Securities

John Hull, Alan White · Review of Financial Studies · 1990 · 2.2K citations

Business, Economics, Finance +17

An Interpolation Curve Using a Spline in Tension

D. G. Schweikert · Journal of Mathematics and Physics · 1966 · 375 citations

Architecture, Mathematics, Computational Geometry +9

Interpolation Methods for Curve Construction

Patrick S. Hagan, Graeme West · Applied Mathematical Finance · 2006 · 190 citations

Business, Economics, Finance +11

Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness

K.J. Adams, Donald R. van Deventer · The Journal of Fixed Income · 1994 · 144 citations

Architecture, Crop Sciences, Time Series Analysis +12