Calibration parameters for the Hull-White short-term rate model based on a regularization method (Q4926627)
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scientific article; zbMATH DE number 6178866
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| English | Calibration parameters for the Hull-White short-term rate model based on a regularization method |
scientific article; zbMATH DE number 6178866 |
Statements
20 June 2013
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Hull-White short-term rate model
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regularization method
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zero-coupon bond
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0.8822742104530334
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0.7780159711837769
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0.7780159115791321
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0.7761874198913574
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