"Calibrating the Mean-Reversion Parameter in the Hull-White Model Using ..."

Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai (2018)

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DOI: 10.1007/978-3-030-13463-1_2

access: closed

type: Conference or Workshop Paper

metadata version: 2019-02-08

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  - conf/pkdd/MoysiadisAK18
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Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai:
Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks. MIDAS/PAP@PKDD/ECML 2018: 23-36

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