Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach

Mari, Carlo; Baldassari, Cristiano

doi:10.1007/s00521-024-10202-5

Neural Comput & Applic

2024

DOI: 10.1007/s00521-024-10202-5

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Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach

Carlo Mari,

Cristiano Baldassari

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Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach

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References 52 publications

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