Does higher computational complexity associate with higher model estimation risk? Some implications for the practice of risk management from term structure modeling

Annals of Operations Research 2026

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Authors: Januj Amar Juneja

DOI: 10.1007/s10479-026-07028-w

Cited by: 0

References: 62

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

References 62