Matches in SemOpenAlex for { <https://semopenalex.org/work/W5956336> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W5956336 abstract "In this paper we calibrate the stationary Gaussian Musiela model to time series of market data using the Karhunen-Loeve expansion in order to get an ortonormal basis (classically known as EOF, empirical orthonormal functions) in a separable Hilbert space. The basis found is optimal for representing the covariance of the invariant measure of the forward rates’ process." @default.
- W5956336 created "2016-06-24" @default.
- W5956336 creator A5031776494 @default.
- W5956336 date "2000-01-01" @default.
- W5956336 modified "2023-10-01" @default.
- W5956336 title "Calibration of the Gaussian Musiela model using the Karhunen-Loeve expansion" @default.
- W5956336 cites W1543543049 @default.
- W5956336 cites W1575147392 @default.
- W5956336 cites W1582653889 @default.
- W5956336 cites W1970745415 @default.
- W5956336 cites W2005617865 @default.
- W5956336 cites W2068928693 @default.
- W5956336 cites W2117202489 @default.
- W5956336 cites W3123128792 @default.
- W5956336 cites W1505079915 @default.
- W5956336 hasPublicationYear "2000" @default.
- W5956336 type Work @default.
- W5956336 sameAs 5956336 @default.
- W5956336 citedByCount "2" @default.
- W5956336 crossrefType "journal-article" @default.
- W5956336 hasAuthorship W5956336A5031776494 @default.
- W5956336 hasConcept C105795698 @default.
- W5956336 hasConcept C109308471 @default.
- W5956336 hasConcept C11413529 @default.
- W5956336 hasConcept C121332964 @default.
- W5956336 hasConcept C12426560 @default.
- W5956336 hasConcept C134306372 @default.
- W5956336 hasConcept C143724316 @default.
- W5956336 hasConcept C151730666 @default.
- W5956336 hasConcept C163716315 @default.
- W5956336 hasConcept C165838908 @default.
- W5956336 hasConcept C178650346 @default.
- W5956336 hasConcept C186080144 @default.
- W5956336 hasConcept C2524010 @default.
- W5956336 hasConcept C28826006 @default.
- W5956336 hasConcept C33923547 @default.
- W5956336 hasConcept C5806529 @default.
- W5956336 hasConcept C61326573 @default.
- W5956336 hasConcept C62520636 @default.
- W5956336 hasConcept C62799726 @default.
- W5956336 hasConcept C70710897 @default.
- W5956336 hasConcept C86803240 @default.
- W5956336 hasConceptScore W5956336C105795698 @default.
- W5956336 hasConceptScore W5956336C109308471 @default.
- W5956336 hasConceptScore W5956336C11413529 @default.
- W5956336 hasConceptScore W5956336C121332964 @default.
- W5956336 hasConceptScore W5956336C12426560 @default.
- W5956336 hasConceptScore W5956336C134306372 @default.
- W5956336 hasConceptScore W5956336C143724316 @default.
- W5956336 hasConceptScore W5956336C151730666 @default.
- W5956336 hasConceptScore W5956336C163716315 @default.
- W5956336 hasConceptScore W5956336C165838908 @default.
- W5956336 hasConceptScore W5956336C178650346 @default.
- W5956336 hasConceptScore W5956336C186080144 @default.
- W5956336 hasConceptScore W5956336C2524010 @default.
- W5956336 hasConceptScore W5956336C28826006 @default.
- W5956336 hasConceptScore W5956336C33923547 @default.
- W5956336 hasConceptScore W5956336C5806529 @default.
- W5956336 hasConceptScore W5956336C61326573 @default.
- W5956336 hasConceptScore W5956336C62520636 @default.
- W5956336 hasConceptScore W5956336C62799726 @default.
- W5956336 hasConceptScore W5956336C70710897 @default.
- W5956336 hasConceptScore W5956336C86803240 @default.
- W5956336 hasLocation W59563361 @default.
- W5956336 hasOpenAccess W5956336 @default.
- W5956336 hasPrimaryLocation W59563361 @default.
- W5956336 hasRelatedWork W1499865604 @default.
- W5956336 hasRelatedWork W1593340198 @default.
- W5956336 hasRelatedWork W2002852173 @default.
- W5956336 hasRelatedWork W2055820538 @default.
- W5956336 hasRelatedWork W2083570317 @default.
- W5956336 hasRelatedWork W2118378416 @default.
- W5956336 hasRelatedWork W2233340619 @default.
- W5956336 hasRelatedWork W2315171658 @default.
- W5956336 hasRelatedWork W2343917795 @default.
- W5956336 hasRelatedWork W2521894206 @default.
- W5956336 hasRelatedWork W2623268580 @default.
- W5956336 hasRelatedWork W2736746469 @default.
- W5956336 hasRelatedWork W2895680870 @default.
- W5956336 hasRelatedWork W2942934298 @default.
- W5956336 hasRelatedWork W3009657501 @default.
- W5956336 hasRelatedWork W3158914174 @default.
- W5956336 hasRelatedWork W3178206697 @default.
- W5956336 hasRelatedWork W3180247366 @default.
- W5956336 hasRelatedWork W78158128 @default.
- W5956336 hasRelatedWork W105998388 @default.
- W5956336 isParatext "false" @default.
- W5956336 isRetracted "false" @default.
- W5956336 magId "5956336" @default.
- W5956336 workType "article" @default.