The Hull-White model and multiobjective calibration with consistent curves: empirical evidence (Q5852465)
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scientific article; zbMATH DE number 5663432
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| English | The Hull-White model and multiobjective calibration with consistent curves: empirical evidence |
scientific article; zbMATH DE number 5663432 |
Statements
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence (English)
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27 January 2010
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consistent forward rate curves
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multiobjective calibration
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interest rate models
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0.817855954170227
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0.7831520438194275
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0.7755951285362244
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0.7692503333091736
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0.7519606947898865
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