A deterministic approach for solving the Hull and White interest rate model
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Publication:647270
DOI10.11650/TWJM/1500406375zbMath1229.91329OpenAlexW1612625004MaRDI QIDQ647270
Publication date: 1 December 2011
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500406375
Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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