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 proceedingChapter

Original languageEnglish
Title of host publicationDecision technologies for financial engineering
EditorsWeigend Andreas
Place of PublicationSingapore
PublisherWorld Scientific
Number of pages13
ISBN (Print)981-02-3124-5
Publication statusPublished - 1999

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