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~isPartOf:"The journal of computational finance"
~person:"Ammann, Manuel"
~person:"Crépey, Stéphane"
~person:"Kaiser, Dieter G."
~person:"Sebastian, Steffen"
~subject:"Bond"
~subject:"Portfolio selection"
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The journal of computational finance
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
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