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"Interest Rate Model Calibration Using Semidefinite Programming"

Alexandre d'Aspremont (2003)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/cs-CE-0302034
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  persistent URL:
  - https://dblp.org/rec/journals/corr/cs-CE-0302034
Alexandre d'Aspremont:
Interest Rate Model Calibration Using Semidefinite Programming. CoRR cs.CE/0302034 (2003)

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