Falcó, A., Navarro, Ll., and Nave, J.. "The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.." RACSAM 103.2 (2009): 235-249. <http://eudml.org/doc/43691>.
@article{Falcó2009, author = {Falcó, A., Navarro, Ll., Nave, J.}, journal = {RACSAM}, keywords = {consistent forward rate curves; multiobjective calibration; interest rate models}, language = {eng}, number = {2}, pages = {235-249}, title = {The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.}, url = {http://eudml.org/doc/43691}, volume = {103}, year = {2009}, }
TY - JOUR AU - Falcó, A. AU - Navarro, Ll. AU - Nave, J. TI - The Hull-White model and multiobjective calibration with consistent curves: empirical evidence. JO - RACSAM PY - 2009 VL - 103 IS - 2 SP - 235 EP - 249 LA - eng KW - consistent forward rate curves; multiobjective calibration; interest rate models UR - http://eudml.org/doc/43691 ER -