Gaussian Process Models for Quantitative Finance
This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry p...
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| Autors principals: | Ludkovski, Michael (Autor), Risk, Jimmy (Autor) |
|---|---|
| Autor corporatiu: | SpringerLink (Online service) |
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
|
| Edició: | 1st ed. 2025. |
| Col·lecció: | SpringerBriefs in Quantitative Finance,
|
| Matèries: | |
| Accés en línia: | https://doi.org/10.1007/978-3-031-80874-6 |
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