Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.
Abstract: In model predictive control fast and reliable quadratic programming solvers are of fundamental importance. The inherent structure of the subsequent optimal control problems can lead to ...
Abstract: The promise of model-predictive control (MPC) in robotics has led to extensive development of efficient numerical optimal control solvers in line with differential dynamic programming ...
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