Progettazione di una calibrazione robusta per l’albero stocastico di Hull-White mediante l’implementazione di euristiche globali di ricerca

Autor:	Banca Carige, Pier Giuseppe Giribone, Simone Fioribello, Simone Ligato
Rok vydání:	2016
Předmět:	010104 statistics & probability 021103 operations research 0211 other engineering and technologies General Engineering 02 engineering and technology 0101 mathematics 01 natural sciences Mathematics
Zdroj:	Risk Management Magazine. 2:18-30
ISSN:	2612-3665
DOI:	10.47473/2020rmm0065
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8fb844dfe8b871a7503c9875f6980ac7 https://doi.org/10.47473/2020rmm0065 Zobrazit plný text záznamu