A heuristic algorithm for the Heath-Jarrow-Morton model
Year of publication: |
2016
|
---|---|
Authors: | Do, Hung ; Tomas, Michael J. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2016, 1, p. 94-103
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Heuristik | Heuristics | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
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