SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kriging of financial term-structures · Study

ArticleShelves

ArticleKriging of financial term-structures

Areski Cousin B2016

OA

Articlegreen2016

Kriging of financial term-structures

Areski Cousin B · Hassan Maatouk · Didier Rullière

55 citations·0/0 files stored·European Journal of Operational Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Risk and Volatility Modeling Gaussian Processes and Bayesian Inference

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 55 citations exist upstream.

References

1989Design and Analysis of Computer Experiments 1987Parsimonious Modeling of Yield Curves 1994Statistics for Spatial Data, Revised Edition.1990The origins of kriging 2012DiceKriging , DiceOptim : Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 1998Robustness of the Black and Scholes Formula 2006MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS

Cited by

2018Fifty Years of Kriging 2020Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017Bond Return Predictability: Economic Value and Links to the Macroeconomyarticle · 3 shared references 2018Inverse uncertainty quantification using the modular Bayesian approach based on Gaussian process, Part 1: Theoryarticle · 3 shared references 2021Risk-free interest ratesarticle · 3 shared references 2009Model risk and capital reservesarticle · 3 shared references 2017Kriging-based inverse uncertainty quantification of nuclear fuel performance code BISON fission gas release model using time series measurement dataarticle · 3 shared references 2002A comparison of yield curve estimation techniques using UK dataarticle · 3 shared references

Details

Year2016

Typearticle

Published2016-06-04

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations55

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.ejor.2016.05.057

openalex_workW2265044661

Links

Imported from OpenAlex (CC0) — nothing here is generated.