A tractable yield-curve model that guarantees positive interest rates (Q375261): 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/10.1007/bf01531145 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1970504406 / rank
 
Normal rank

Latest revision as of 10:46, 30 July 2024

scientific article
Language Label Description Also known as
English
A tractable yield-curve model that guarantees positive interest rates
scientific article

    Statements

    A tractable yield-curve model that guarantees positive interest rates (English)
    0 references
    0 references
    29 October 2013
    0 references
    yield-curve models
    0 references
    interest rate options
    0 references
    contingent claims
    0 references
    fundamental solutions
    0 references

    Identifiers