On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030): Difference between revisions

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Latest revision as of 19:10, 25 July 2024

scientific article; zbMATH DE number 1621420
Language Label Description Also known as
English
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
scientific article; zbMATH DE number 1621420

    Statements

    On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (English)
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    2001
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    Term structure
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    Linear diffusions
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    Zero coupon bonds
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    Price of \(T\)-claims
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    Increased volatility
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