R. M. Gaspar
According to our database1, R. M. Gaspar authored at least 3 papers between 2012 and 2017.
Legend:Book In proceedings Article PhD thesis Other
On swap rate dynamics: to freeze or not to freeze?
Int. J. Comput. Math., 2017
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation.
Communications in Statistics - Simulation and Computation, 2015
Machine Learning Vasicek Model Calibration with Gaussian Processes.
Communications in Statistics - Simulation and Computation, 2012