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Dynamic term structure models with nonlinearities using Gaussian Processes

Referenz

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2024). Dynamic term structure models with nonlinearities using Gaussian Processes. Presented at the Royal Statistical Society International Conference, Brighton, UK.

Publication Type

Präsentation auf wissenschaftlicher Konferenz