Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by
4 articles.
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1. References;The LIBOR Market Model in Practice;2013-04-15
2. Model Calibration;Encyclopedia of Quantitative Finance;2010-05-15
3. Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints;SIAM Journal on Matrix Analysis and Applications;2010-01
4. Dynamic Interest-Rate Modelling in Incomplete Markets;SSRN Electronic Journal;2008