Title
On the calibration of the Cheyette interest rate model On the calibration of the Cheyette interest rate model
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
report
Publication
Frankfurt am Main , [*]
Subject
Economics
Mathematics
Source (series)
Resaerch report / Frankfurt School of Finance & Management, Center for Practical Quantitative Finance
Carrier
E
Target language
English (eng)