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Pré-Publicações/Pre-Prints

Found 3 results

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Filters: Author is J. Beleza Sousa  [Clear All Filters]
2012
Sousa BJ, Esqu ML, Gaspar RM, Real PC.  2012.  Bonds historical simulation value at risk. Preprint. Abstract
Sousa BJ, Esqu ML, Gaspar RM.  2012.  Brownian bridge vectorial simulation. Preprint. Abstract
2010
Sousa BJ, Esquível ML, Gaspar RM.  2010.  Machine learning Vasicek model calibration with Gaussian processes. Preprint. Abstract