LUP Statistics
Record
- Title
- Modeling the Post-LIBOR Interest Rate Market - Calibration of a Time-Dependent Hull-White Model to SOFR Caps
- Type
- Student Paper
- Publ. year
- 2025
- Author/s
- Stoltz, Rasmus; Sönne, Fabian
- Department/s
- Mathematical Statistics
- In LUP since
- 2025-06-18
Downloads
| Total | This Year | This Month |
| 200 | 200 | 59 |
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