A noisy principal component analysis for forward rate curves (2015)
Source: European Journal of Operational Research. Unidade: FEARP
Subjects: TAXA DE JUROS, TAXAS DE JUROS FUTUROS, FINANÇAS, PREÇOS, ANÁLISE DE COVARIÂNCIA
ABNT
LAURINI, Marcio Poletti e OHASHI, Alberto. A noisy principal component analysis for forward rate curves. European Journal of Operational Research, v. 246, n. 1, p. 140–153, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.ejor.2015.04.038. Acesso em: 05 out. 2024.APA
Laurini, M. P., & Ohashi, A. (2015). A noisy principal component analysis for forward rate curves. European Journal of Operational Research, 246( 1), 140–153. doi:10.1016/j.ejor.2015.04.038NLM
Laurini MP, Ohashi A. A noisy principal component analysis for forward rate curves [Internet]. European Journal of Operational Research. 2015 ; 246( 1): 140–153.[citado 2024 out. 05 ] Available from: https://doi.org/10.1016/j.ejor.2015.04.038Vancouver
Laurini MP, Ohashi A. A noisy principal component analysis for forward rate curves [Internet]. European Journal of Operational Research. 2015 ; 246( 1): 140–153.[citado 2024 out. 05 ] Available from: https://doi.org/10.1016/j.ejor.2015.04.038