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"Fast direct calibration of interest rate derivatives pricing models."

Luca Sabbioni, Marcello Restelli, Andrea Prampolini (2020)

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DOI: 10.1145/3383455.3422534

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-09

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  - conf/icaif/SabbioniRP20
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Luca Sabbioni, Marcello Restelli, Andrea Prampolini:
Fast direct calibration of interest rate derivatives pricing models. ICAIF 2020: 6:1-6:8

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