Calibration of stochastic models for interest rate derivatives (Q3625234)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of stochastic models for interest rate derivatives |
scientific article |
Statements
Calibration of stochastic models for interest rate derivatives (English)
0 references
12 May 2009
0 references
calibration
0 references
optimization
0 references
stochastic models
0 references
mathematical finance
0 references
