A heuristic algorithm for the Heath-Jarrow-Morton model
Hung Do and Michael J. Tomas III
| Year of publication: |
2016
|
|---|---|
| Authors: | Do, Hung ; Tomas, Michael J. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2016, 1, p. 94-103
|
| Subject: | Theorie | Theory | Heuristik | Heuristics | Algorithmus | Algorithm | Zinsstruktur | Yield curve | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660784