A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures (Q4372045): Difference between revisions
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Latest revision as of 19:46, 19 March 2024
scientific article; zbMATH DE number 1106729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures |
scientific article; zbMATH DE number 1106729 |
Statements
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures (English)
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21 January 1998
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term structure models
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lognormal interest rate
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Eurodollar futures
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