A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856): Difference between revisions

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Latest revision as of 17:46, 10 June 2024

scientific article; zbMATH DE number 2216236
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English
A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL
scientific article; zbMATH DE number 2216236

    Statements

    A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (English)
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    19 October 2005
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    Markov chain
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    semi-martingale
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    forward measure
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    unbiased expectation hypothesis
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