Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Q3065132): Difference between revisions
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Latest revision as of 20:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models |
scientific article |
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Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (English)
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4 January 2011
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stochastic
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interest rates
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derivatives
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box method
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