A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544): 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/10.1080/135048697334782 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1975349079 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Market Model of Interest Rate Dynamics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Calcul stochastique et problèmes de martingales / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bond, futures and option evaluation in the quadratic interest rate model / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 12:06, 4 June 2024
scientific article; zbMATH DE number 1771943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the Flesaker-Hughston model of the term structure of interest rates |
scientific article; zbMATH DE number 1771943 |
Statements
A note on the Flesaker-Hughston model of the term structure of interest rates (English)
0 references
4 September 2002
0 references
term structure
0 references
caps
0 references
swaptions
0 references
