Term structure of interest rates: The martingale approach (Q583070): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B24 / rank | |||
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Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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Property / Mathematics Subject Classification ID: 91B62 / rank | |||
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Property / zbMATH DE Number: 4131899 / rank | |||
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interest rate | |||
Property / zbMATH Keywords: interest rate / rank | |||
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savings | |||
Property / zbMATH Keywords: savings / rank | |||
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bonds | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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diffusion | |||
Property / zbMATH Keywords: diffusion / rank | |||
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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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Property / cites work: Q3969657 / rank | |||
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Property / cites work: Q5658888 / rank | |||
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Property / cites work: Q3957683 / rank | |||
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Property / cites work: Q3906842 / rank | |||
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Property / cites work: Q4086524 / rank | |||
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Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank | |||
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Property / cites work: Q4039796 / rank | |||
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Property / cites work: Q4139359 / rank | |||
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Property / cites work: Q5585820 / rank | |||
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Property / cites work: An equilibrium characterization of the term structure / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 11:58, 20 June 2024
scientific article
Language | Label | Description | Also known as |
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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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