Black's consol rate conjecture (Q1901078): Difference between revisions
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| Property / author: Jiong-min Yong / rank | |||
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| Property / author: J. Darrell Duffie / rank | |||
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| Property / author: Jiong-min Yong / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aoap/1177004768 / rank | |||
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| Property / OpenAlex ID: W1966177997 / rank | |||
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Latest revision as of 23:40, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black's consol rate conjecture |
scientific article |
Statements
Black's consol rate conjecture (English)
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15 January 1996
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forward-backward stochastic differential equations
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nodal solutions
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term structure of interest rates
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consol rate problem
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