Low-dimensional Modeling of Collateralized Term Structure with Non-Gaussian Dynamics for Centrally-cleared Interest Rate Swaptions
Project: Research
Detail(s)
| Grant type | ECS |
|---|---|
| Status | Finished |
| Effective start/end date | 15/10/14 → 14/10/17 |
Project: Research
| Grant type | ECS |
|---|---|
| Status | Finished |
| Effective start/end date | 15/10/14 → 14/10/17 |
