A deterministic approach for solving the Hull and White interest rate model (Q647270)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A deterministic approach for solving the Hull and White interest rate model |
scientific article; zbMATH DE number 5984258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deterministic approach for solving the Hull and White interest rate model |
scientific article; zbMATH DE number 5984258 |
Statements
A deterministic approach for solving the Hull and White interest rate model (English)
0 references
1 December 2011
0 references
semi-infinite programming
0 references
Hull and White
0 references
interest rate model
0 references
