Consistent recalibration of yield curve models (Q4581289)
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scientific article; zbMATH DE number 6919649
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| English | Consistent recalibration of yield curve models |
scientific article; zbMATH DE number 6919649 |
Statements
Consistent recalibration of yield curve models (English)
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16 August 2018
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term structure
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interest rate
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consistent re-calibration
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yield curve
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Hull-White extension
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0.87504905
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0.87441653
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0.8543334
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0.85191125
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