Interest rate model calibration using semidefinite Programming
| Year of publication: |
2003
|
|---|---|
| Authors: | D'Aspremont, A. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 3, p. 183-214
|