Juan M. Nave

From MaRDI portal
Person:961415


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!

PublicationDate of PublicationType
Identification of common factors in multivariate time series modeling
Revista Colombiana de Estadística
2020-06-21Paper
On the calibration of a Gaussian Heath-Jarrow-Morton model using consistent forward rate curves
Quantitative Finance
2011-06-09Paper
A genetic algorithm estimation of the term structure of interest rates
Computational Statistics and Data Analysis
2010-03-30Paper
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas
2010-01-27Paper
scientific article; zbMATH DE number 2076200 (Why is no real title available?)
 
2004-06-18Paper


Research outcomes over time


This page was built for person: Juan M. Nave