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BibTeX record journals/eor/AtkinsC23
@article{DBLP:journals/eor/AtkinsC23, author = {Philip J. Atkins and Mark Cummins}, title = {Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling}, journal = {Eur. J. Oper. Res.}, volume = {304}, number = {3}, pages = {1331--1348}, year = {2023}, url = {https://doi.org/10.1016/j.ejor.2022.04.044}, doi = {10.1016/J.EJOR.2022.04.044}, timestamp = {Sun, 13 Nov 2022 17:53:42 +0100}, biburl = {https://dblp.org/rec/journals/eor/AtkinsC23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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