The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.

@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 -