The Longstaff-Schwartz model of yield term structure and its expansion

Autor:	Gennady A. Medvedev
Rok vydání:	2017
Předmět:	Yield (engineering) Computer Networks and Communications Structure (category theory) Applied mathematics Computer Science Applications Information Systems Term (time) Mathematics
Zdroj:	Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika. :41-51
ISSN:	1998-8605
DOI:	10.17223/19988605/40/5
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0f6e6d2abdd383dc81dba488341d59e2 https://doi.org/10.17223/19988605/40/5 Zobrazit plný text záznamu