Machine Learning Vasicek Model Calibration with Gaussian Processes

AuthID
 P-002-GW3
3
Author(s)
Document Type
Article
Year published
2012
Published
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 41, Issue: 6, Pages: 776-786 (11)
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Publication Identifiers
SCOPUS: 2-s2.0-84862839088
Wos: WOS:000301383800008
Source Identifiers
ISSN: 0361-0918
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