AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024905003244 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2241776471 / rank | |||
Normal rank | |||
Latest revision as of 10:11, 30 July 2024
scientific article; zbMATH DE number 2229325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL |
scientific article; zbMATH DE number 2229325 |
Statements
AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (English)
0 references
15 November 2005
0 references
interest rate term structure
0 references
growth optimal portfolio
0 references
fair pricing
0 references
market price for risk
0 references
square root process
0 references
0 references
