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Publications by Mojmir Simersky

Zero–Coupon Yields Estimated by Zero–Degree Splines

SSRN Electronic Journal
2018English

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Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-Coupon Yield Curve

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A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

East Asian Journal on Applied Mathematics
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Efficient Batch Zero-Knowledge Arguments for Low Degree Polynomials

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Zero Tolerance, Zero-Order Responders

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Day Zero, Defeat Day Zero

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Note on Zero-Zero Transitions

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Zero

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Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?

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