"Credit spread approximation and improvement using random forest regression."

Mathieu Mercadier, Jean-Pierre Lardy (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-16

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-07358
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  - https://dblp.org/rec/journals/corr/abs-2106-07358
Mathieu Mercadier, Jean-Pierre Lardy:
Credit spread approximation and improvement using random forest regression. CoRR abs/2106.07358 (2021)

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