Machine Learning Vasicek Model Calibration with Gaussian Processes. - J. Beleza Sousa; Manuel L. Esquível; R. M. Gaspar (Commun. Stat. Simul. Comput., 2012)

Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation. - J. Beleza Sousa; Manuel L. Esquível; R. M. Gaspar (Commun. Stat. Simul. Comput., 2015)

On swap rate dynamics: to freeze or not to freeze? - R. M. Gaspar; Rita Pimentel (Int. J. Comput. Math., 2017)