Estimating Interest Rate Curves by Support Vector Regression (Q3063863): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07474938.2010.481998 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2127720864 / rank | |||
Normal rank |
Revision as of 21:12, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating Interest Rate Curves by Support Vector Regression |
scientific article |
Statements
Estimating Interest Rate Curves by Support Vector Regression (English)
0 references
15 December 2010
0 references
bid-ask spread
0 references
interest rate curves
0 references
interest rate swaps
0 references
support vector regression
0 references