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
Pages162-174
Number of pages13
ISBN (Print)981-02-3124-5
Publication statusPublished - 1999

Cite this

Cottrell, M., De Bodt, E., Henrion, E. F., & Grégoire, P. (1999). Simulating interest rate structure evolution on a long term horizon: a Kohonen map application. In W. Andreas (Ed.), Decision technologies for financial engineering (pp. 162-174). World Scientific.