Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| 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/10.1080/13504869600000013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058443984 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Term structure of interest rates: The martingale approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:06, 4 June 2024
scientific article; zbMATH DE number 1771934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. |
scientific article; zbMATH DE number 1771934 |
Statements
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (English)
0 references
4 September 2002
0 references
0 references
