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| Property / DOI: 10.1098/rspa.2003.1255 / rank | |||
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Latest revision as of 09:03, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Review Paper. Interest–rate term–structure pricing models: a review |
scientific article |
Statements
Review Paper. Interest–rate term–structure pricing models: a review (English)
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6 August 2004
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term-structure modelling
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interest-rate models
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model calibration
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vega hedging
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informational efficiency (EMH)
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