Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP - MaRDI portal

PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP (Q3566770)

From MaRDI portal
scientific article
Language Label Description Also known as
English
PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP
scientific article

    Statements

    title
    PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP (English)
    0 references
    author
    Daisuke Ito
    0 references
    Masamitsu Ohnishi
    0 references
    Yasuhiro Tamba
    0 references
    publication date
    10 June 2010
    0 references
    zbMATH Keywords
    chooser flexible cap
    0 references
    LIBOR
    0 references
    dynamic programming
    0 references
    Hull-White model
    0 references
    calibration
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    91G30
    0 references
    49L20
    0 references
    zbMATH DE Number
    5719300
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3566770&oldid=35173785"
    Powered by MediaWiki