"Improved scalability and risk factor proxying with a two-step principal ..."

Philip J. Atkins, Mark Cummins (2023)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2022.04.044

access: open

type: Journal Article

metadata version: 2022-11-13

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/eor/AtkinsC23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/AtkinsC23
Philip J. Atkins, Mark Cummins:
Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. Eur. J. Oper. Res. 304(3): 1331-1348 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.