Conference

Basic information

Name Kagraoka Yusho
Belonging department
Occupation name
researchmap researcher code
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Title

Calibration of the stochastic interest rate models: a comparison of BGM model and HJM model

Author

Yusho Kagraoka

Journal

“Mathematical Finance, Measurement and Stochastic Control”

Publication Date

 

Holding date

1999/01

Invited

Not exist

Language

Japanese

Country

 

Conference Class

Domestic conferences

International Collaboration

 

Conference Type

Verbal presentations (general)

Promoter

 

Venue

大阪大学, 大阪

URL

Format

 

Download

 

Summary

 

Major Achivement