Pages that link to "Item:Q3043458"
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The following pages link to Review Paper. Interest–rate term–structure pricing models: a review (Q3043458):
Displaying 7 items.
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- Penalty decomposition methods for rank minimization (Q2943834) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint (Q5348478) (← links)
