%0 Journal Article %1 journals/cms/RussoT19 %A Russo, Vincenzo %A Torri, Gabriele %D 2019 %J Comput. Manag. Science %K dblp %N 1-2 %P 275-295 %T Calibration of one-factor and two-factor Hull-White models using swaptions. %U http://dblp.uni-trier.de/db/journals/cms/cms16.html#RussoT19 %V 16

@article{journals/cms/RussoT19, added-at = {2019-09-25T00:00:00.000+0200}, author = {Russo, Vincenzo and Torri, Gabriele}, biburl = {https://www.bibsonomy.org/bibtex/2bf847b34a6d5d1ee43e2bcaea7caf8cc/dblp}, ee = {https://doi.org/10.1007/s10287-018-0323-z}, interhash = {373a3fe00139449aadd3452f91f746f6}, intrahash = {bf847b34a6d5d1ee43e2bcaea7caf8cc}, journal = {Comput. Manag. Science}, keywords = {dblp}, number = {1-2}, pages = {275-295}, timestamp = {2019-09-26T12:04:19.000+0200}, title = {Calibration of one-factor and two-factor Hull-White models using swaptions.}, url = {http://dblp.uni-trier.de/db/journals/cms/cms16.html#RussoT19}, volume = 16, year = 2019 }