Ll. Navarro

Available identifiers

zbMath Open navarro.llMaRDI QIDQ313649

List of research outcomes

Publication	Date of Publication	Type
A direct LU solver for pricing American bond options under Hull-White model	2016-09-12	Paper
On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves	2011-06-09	Paper
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence	2010-01-27	Paper

Research outcomes over time

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