Kriging of financial term-structures (Q323575)
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scientific article; zbMATH DE number 6636576
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kriging of financial term-structures |
scientific article; zbMATH DE number 6636576 |
Statements
Kriging of financial term-structures (English)
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7 October 2016
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model risk
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interest-rate curve
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OIS discount curve
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implied default distribution
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Kriging
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0.7538256645202637
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0.7384253144264221
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0.7370165586471558
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0.7364383935928345
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