Modelling financial time series by Padé approximants

Project: Research

Project Details

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