"A case study on different one-factor Cheyette models for short maturity ..."

Arun Kumar Polala, Bernhard Hientzsch (2024)

> Home

Details and statistics

DOI: 10.48550/ARXIV.2408.11257

access: open

type: Informal or Other Publication

metadata version: 2024-09-28

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/corr/abs-2408-11257
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2408-11257
Arun Kumar Polala, Bernhard Hientzsch:
A case study on different one-factor Cheyette models for short maturity caplet calibration. CoRR abs/2408.11257 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.