"Computational Reconstruction of the Volatility Term Structure in the ..."

Slavi G. Georgiev, Lubin G. Vulkov (2024)

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DOI: 10.3390/COMPUTATION13010016

access: open

type: Journal Article

metadata version: 2025-10-08

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Slavi G. Georgiev, Lubin G. Vulkov:
Computational Reconstruction of the Volatility Term Structure in the General Hull-White Model. Comput. 13(1): 16 (2024)

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