Estimating Interest Rate Curves by Support Vector Regression (Q3063863): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474938.2010.481998 / rank
 
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Latest revision as of 14:32, 3 July 2024

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Estimating Interest Rate Curves by Support Vector Regression
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    Estimating Interest Rate Curves by Support Vector Regression (English)
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    15 December 2010
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    bid-ask spread
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    interest rate curves
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    interest rate swaps
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    support vector regression
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