J. Beleza Sousa
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Person:777817
Available identifiers
zbMath Open sousa.j-belezaMaRDI QIDQ777817
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 | 2021-11-19 | Paper |
| Pulled-to-par returns for zero-coupon bonds historical simulation value at risk | 2020-07-07 | Paper |
| Machine Learning Vasicek Model Calibration with Gaussian Processes | 2013-02-21 | Paper |
Research outcomes over time
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