Modelling financial time series by Padé approximants

Project: Research

Description

Padé approximants are very suitable for approximating large classes of functions. We model successfully experimental densities of interest rates with P.A. of very law indices.
StatusFinished
Effective start/end date1/07/9831/12/01

Keywords

  • tail analysis
  • interest rates
  • Pade approximants
  • Padé approximants
  • scaling