R. M. Gaspar

According to our database¹, R. M. Gaspar authored at least 3 papers between 2012 and 2017.

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2017

On swap rate dynamics: to freeze or not to freeze?

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2017

2015

Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation.

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2015

2012

Machine Learning Vasicek Model Calibration with Gaussian Processes.

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2012