The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.
Falcó, A. ; Navarro, Ll. ; Nave, J.
RACSAM, Tome 103 (2009), p. 235-249 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 2009-01-01
DMLE-ID : 6196 
@article{urn:eudml:doc:43691,
     title = {The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.},
     journal = {RACSAM},
     volume = {103},
     year = {2009},
     pages = {235-249},
     zbl = {1181.91313},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:43691}
}

Falcó, A.; Navarro, Ll.; Nave, J. The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.. RACSAM, Tome 103 (2009) pp. 235-249. http://gdmltest.u-ga.fr/item/urn:eudml:doc:43691/