LIBOR troubles: Anomalous movements detection based on maximum entropy
- Bariviera, A.F.
- Martín, M.T.
- Plastino, A.
- Vampa, V.
Revue:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Année de publication: 2016
Volumen: 449
Pages: 401-407
Type: Article