Kriging of financial term-structures (Q323575): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.ejor.2016.05.057 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2016.05.057 / rank | |||
Normal rank | |||
Revision as of 23:54, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kriging of financial term-structures |
scientific article |
Statements
Kriging of financial term-structures (English)
0 references
7 October 2016
0 references
model risk
0 references
interest-rate curve
0 references
OIS discount curve
0 references
implied default distribution
0 references
Kriging
0 references
0 references
0 references
0 references
0 references
0 references
