A noisy principal component analysis for forward rate curves

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Publication:319733

DOI10.1016/j.ejor.2015.04.038zbMath1346.91244arXiv1408.6279OpenAlexW2015633027MaRDI QIDQ319733

Alberto Ohashi, Márcio Poletti Laurini

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.6279




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