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 |
|---|---|---|
| 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 |
Research outcomes over time
This page was built for person: J. Beleza Sousa
