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SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives.
Ana M. Ferreiro
José Antonio García-Rodríguez
José G. López-Salas
Carlos Vázquez
Published in:
Appl. Math. Comput. (2014)
Keyphrases
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model selection
probabilistic model
statistical models
camera calibration
neural network
higher order
historical data