Multicurve LIBOR market models and drift-free simulation.
J. L. FernándezMaria R. NogueirasM. PouCarlos VázquezPublished in: Int. J. Comput. Math. (2017)
Keyphrases
- mathematical models
- simulation models
- data sets
- prior knowledge
- probabilistic model
- complex systems
- parameter estimation
- accurate models
- monte carlo simulation
- concept drift
- simulation model
- experimental data
- mathematical model
- model selection
- feature selection
- artificial intelligence
- genetic algorithm
- information retrieval
- neural network