On a general class of one-factor models for the term structure of interest rates (Q1367942): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Wolfgang M. Schmidt / rank | |||
| Property / author | |||
| Property / author: Wolfgang M. Schmidt / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050014 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2044798532 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 01:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a general class of one-factor models for the term structure of interest rates |
scientific article |
Statements
On a general class of one-factor models for the term structure of interest rates (English)
0 references
23 March 1998
0 references
term structure of interest rates
0 references
contingent claim pricing
0 references
lattice approximation
0 references
Wiener process
0 references
