Publication
Title
On the calibration of the Cheyette interest rate model
Author
Language
English
Source (series)
Resaerch report / Frankfurt School of Finance & Management, Center for Practical Quantitative Finance
Publication
Frankfurt am Main : 2010
UAntwerpen
Faculty/Department
Publication type
Subject
Record
Identification
Creation 02.03.2015
Last edited 14.03.2016