Machine Learning Vasicek Model Calibration with Gaussian Processes
Sousa, J. Beleza, Esquível, M. L., Gaspar, R. M.
Published in Communications in statistics. Simulation and computation (01.07.2012)
Published in Communications in statistics. Simulation and computation (01.07.2012)
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Journal Article
Conference Proceeding
Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
Sousa, J. Beleza, Esquível, Manuel L., Gaspar, Raquel M.
Published in Journal of statistical theory and practice (01.06.2020)
Published in Journal of statistical theory and practice (01.06.2020)
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Journal Article