Term structure of interest rates: The martingale approach (Q583070): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0196-8858(89)90005-5 / rank | |||
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| Property / OpenAlex ID: W1994658622 / rank | |||
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Latest revision as of 11:58, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure of interest rates: The martingale approach |
scientific article |
Statements
Term structure of interest rates: The martingale approach (English)
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1989
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interest rate
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savings
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bonds
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Brownian motion
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diffusion
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