List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A direct LU solver for pricing American bond options under Hull-White model Journal of Computational and Applied Mathematics | 2016-09-12 | Paper |
| On the calibration of a Gaussian Heath-Jarrow-Morton model using consistent forward rate curves Quantitative Finance | 2011-06-09 | Paper |
| The Hull-White model and multiobjective calibration with consistent curves: empirical evidence Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas | 2010-01-27 | Paper |
Research outcomes over time
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