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"Machine Learning Vasicek Model Calibration with Gaussian Processes."

J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar (2012)

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DOI: 10.1080/03610918.2012.625324

access: closed

type: Journal Article

metadata version: 2024-08-09

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  dblp key:
  - journals/cssc/SousaEG12
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  - https://dblp.org/rec/journals/cssc/SousaEG12
J. Beleza Sousa, Manuel L. Esquível, R. M. Gaspar:
Machine Learning Vasicek Model Calibration with Gaussian Processes. Commun. Stat. Simul. Comput. 41(6): 776-786 (2012)

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