Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models (Q4673734): Difference between revisions

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Latest revision as of 14:23, 19 March 2024

scientific article; zbMATH DE number 2166446
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English
Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models
scientific article; zbMATH DE number 2166446

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    Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models (English)
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    9 May 2005
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    short-rate
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    interest rate models
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