Yield curve extrapolation with machine learning
Shinobu Akiyama; Naoki Matsuyama
- Published
- Publisher
- Cambridge University Press (CUP)
- Journal / collection
- ASTIN Bulletin
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1017/asb.2024.27
The original publisher provides the full text and its access options.
Cite this source
Shinobu Akiyama; Naoki Matsuyama. Yield curve extrapolation with machine learning. ASTIN Bulletin. 2024-10-30. https://doi.org/10.1017/asb.2024.27