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Calibration of stochastic models for interest rate derivatives - MaRDI portal

Calibration of stochastic models for interest rate derivatives (Q3625234)

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English
Calibration of stochastic models for interest rate derivatives
scientific article

    Statements

    title
    Calibration of stochastic models for interest rate derivatives (English)
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    author
    Martin Rainer
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    published in
    Optimization
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    publication date
    12 May 2009
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    zbMATH Keywords
    calibration
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    optimization
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    stochastic models
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    mathematical finance
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B24
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    91B68
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    91B70
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    80M50
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    zbMATH DE Number
    5552523
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    OpenAlex ID
    W2045507531
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