Kriging of financial term-structures (Q323575): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1604.02237 / rank | |||
Normal rank | |||
Revision as of 12:38, 18 April 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
