Characterizing Gaussian Models of the Term Structure of Interest Rates (Q4372044): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Q593386 / rank | |||
| Property / author | |||
| Property / author: Douglas P. Kennedy / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.00026 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2010351891 / rank | |||
Normal rank | |||
Latest revision as of 18:06, 19 March 2024
scientific article; zbMATH DE number 1106728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing Gaussian Models of the Term Structure of Interest Rates |
scientific article; zbMATH DE number 1106728 |
Statements
Characterizing Gaussian Models of the Term Structure of Interest Rates (English)
0 references
5 April 1998
0 references
term structure
0 references
bond prices
0 references
martingale measure
0 references
Gaussian random field
0 references
