Simulating interest rate structure evolution on a long term horizon: a Kohonen map application

M. Cottrell, E. De Bodt, E. F. Henrion, Philippe Grégoire

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Decision technologies for financial engineering
Editors	Weigend Andreas
Place of Publication	Singapore
Publisher	World Scientific
Pages	162-174
Number of pages	13
ISBN (Print)	981-02-3124-5
Publication status	Published - 1999

Cite this

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title = "Simulating interest rate structure evolution on a long term horizon: a Kohonen map application",

author = "M. Cottrell and {De Bodt}, E. and Henrion, {E. F.} and Philippe Gr{\'e}goire",

note = "Publication code : HG 4523/10 Publication editors : Weigend, Andreas S.",

year = "1999",

language = "English",

isbn = "981-02-3124-5",

pages = "162--174",

editor = "Weigend Andreas",

booktitle = "Decision technologies for financial engineering",

publisher = "World Scientific",

}

TY - CHAP

T1 - Simulating interest rate structure evolution on a long term horizon

T2 - a Kohonen map application

AU - Cottrell, M.

AU - De Bodt, E.

AU - Henrion, E. F.

AU - Grégoire, Philippe

N1 - Publication code : HG 4523/10 Publication editors : Weigend, Andreas S.

PY - 1999

Y1 - 1999

M3 - Chapter

SN - 981-02-3124-5

SP - 162

EP - 174

BT - Decision technologies for financial engineering

A2 - Andreas, Weigend

PB - World Scientific

CY - Singapore

ER -