"A noisy principal component analysis for forward rate curves."

Márcio Poletti Laurini, Alberto Ohashi (2015)

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DOI: 10.1016/J.EJOR.2015.04.038

access: closed

type: Journal Article

metadata version: 2020-02-21

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Márcio Poletti Laurini, Alberto Ohashi:
A noisy principal component analysis for forward rate curves. Eur. J. Oper. Res. 246(1): 140-153 (2015)

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