A permutation information theory tour through different interest rate maturities: The Libor case
- Bariviera, A.F.
- Guercio, M.B.
- Martinez, L.B.
- Rosso, O.A.
Revue:
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
ISSN: 1364-503X
Année de publication: 2015
Volumen: 373
Número: 2056
Type: Article
