"Machine Learning Vasicek Model Calibration with Gaussian Processes."

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

> Home

Details and statistics

DOI: 10.1080/03610918.2012.625324

access: closed

type: Journal Article

metadata version: 2024-08-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cssc/SousaEG12
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.