A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model
Year of publication: |
2008
|
---|---|
Authors: | Falcó, Antonio ; Navarro, Lluís ; Nave, Juan M. |
Publisher: |
Valencia : Inst. Valenciano de Investigaciones Económicas |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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