Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919): Difference between revisions

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Latest revision as of 17:44, 27 May 2024

scientific article; zbMATH DE number 1040333
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English
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
scientific article; zbMATH DE number 1040333

    Statements

    Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (English)
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    31 August 1997
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    Heath-Jarrow-Morton model
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    Poisson-Gaussian process
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    interest rate options
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    Identifiers