Raquel M. Gaspar
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Person:604622
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| In memoriam: Tomas Björk (1947--2021). On his career and beyond Finance and Stochastics | 2023-10-12 | Paper |
| Default propensity implicit in pulled to par V@R for bonds Discussiones Mathematicae Probability and Statistics | 2022-10-11 | Paper |
| Brownian bridge and other path-dependent Gaussian processes vectorial simulation Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
| Pulled-to-par returns for zero-coupon bonds historical simulation value at risk Journal of Statistical Theory and Practice | 2020-07-07 | Paper |
| Machine learning Vasicek model calibration with Gaussian processes Communications in Statistics. Simulation and Computation | 2013-02-21 | Paper |
| Interest rate theory and geometry Portugaliae Mathematica. Nova Série | 2010-11-12 | Paper |
| Finite dimensional Markovian realizations for forward price term structure models | 2008-07-11 | Paper |
Research outcomes over time
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