Juan M. Nave

From MaRDI portal
Person:961415

Available identifiers

zbMath Open nave.juan-mMaRDI QIDQ961415

List of research outcomes





PublicationDate of PublicationType
Identification of Common Factors in Multivariate Time Series Modeling2020-06-21Paper
On the calibration of a Gaussian Heath-Jarrow-Morton model using consistent forward rate curves2011-06-09Paper
A genetic algorithm estimation of the term structure of interest rates2010-03-30Paper
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence2010-01-27Paper
https://portal.mardi4nfdi.de/entity/Q44712052004-06-18Paper

Research outcomes over time

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