PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP (Q3566770)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP |
scientific article |
Statements
PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP (English)
0 references
10 June 2010
0 references
chooser flexible cap
0 references
LIBOR
0 references
dynamic programming
0 references
Hull-White model
0 references
calibration
0 references
