Open AccessTheory and Calibration of Swap Market Models
Author(s) -
Stefano Galluccio,
Olivier Scaillet,
Zhijiang Huang,
J.H. Ly
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.533136
Subject(s) - swap (finance) , calibration , econometrics , computer science , economics , financial economics , mathematics , statistics , finance
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