Machine Learning Vasicek Model Calibration with Gaussian Processes (Q4905880): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123450918 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Arbitrage Theory in Continuous Time / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Interest rate models -- theory and practice. With smile, inflation and credit / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
Latest revision as of 05:42, 6 July 2024
scientific article; zbMATH DE number 6137766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine Learning Vasicek Model Calibration with Gaussian Processes |
scientific article; zbMATH DE number 6137766 |
Statements
Machine Learning Vasicek Model Calibration with Gaussian Processes (English)
0 references
21 February 2013
0 references
