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Search: subject:"consistent re-calibration"
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consistent re-calibration
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Wüthrich, Mario V.
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Consistent recalibration of yield curve models
Harms, Philipp
;
Stefanovits, David
;
Teichmann, Josef
; …
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
Saved in:
2
Consistent
re-calibration
in yield curve modeling : an example
Wüthrich, Mario V.
-
2015
premise of being free of arbitrage. We demonstrate this (
consistent
)
re-calibration
with the Hull-White extended discrete time …
Persistent link: https://www.econbiz.de/10011412102
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