Estimating Interest Rate Curves by Support Vector Regression (Q3063863)
From MaRDI portal
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
0 references
