Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models (Q375376): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6220925 / rank | |||
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| Property / zbMATH Keywords | |||
calibration | |||
| Property / zbMATH Keywords: calibration / rank | |||
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interest rate term structure models | |||
| Property / zbMATH Keywords: interest rate term structure models / rank | |||
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Gaussian HJM models | |||
| Property / zbMATH Keywords: Gaussian HJM models / rank | |||
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Revision as of 10:25, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models |
scientific article |
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Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models (English)
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30 October 2013
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calibration
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interest rate term structure models
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Gaussian HJM models
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