Result: Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework

*Title*:

*Author/editor-in-chief*:

*Publication*:

Freiburg : Universität, 2020

*Physical description scale*:

Online-Ressource

*Format*:

*eBook*

*Language*:

*eng*

*Notes*:

Risks
8, 2 (2020) , 50, ISSN: 2227-909

*Subject Added Keywords*:

*DOI*:

10.3390/risks8020050

*Result*: Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework