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Calibration of one-factor and two-factor Hull-White models using swaptions.

Vincenzo RussoGabriele Torri
Published in: Comput. Manag. Sci. (2019)
Keyphrases
  • social networks
  • probabilistic model
  • statistical models
  • factor analysis
  • real time
  • knowledge base
  • three dimensional
  • training data
  • optical flow
  • machine learning algorithms
  • process model
  • camera calibration