R. M. Gaspar

According to our database1, R. M. Gaspar authored at least 3 papers between 2012 and 2017.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
On swap rate dynamics: to freeze or not to freeze?
Int. J. Comput. Math., 2017

2015
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation.
Communications in Statistics - Simulation and Computation, 2015

2012
Machine Learning Vasicek Model Calibration with Gaussian Processes.
Communications in Statistics - Simulation and Computation, 2012


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