AFFINE LATTICE MODELS (Q4675935): Difference between revisions
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Latest revision as of 11:44, 30 July 2024
scientific article; zbMATH DE number 2166059
Language | Label | Description | Also known as |
---|---|---|---|
English | AFFINE LATTICE MODELS |
scientific article; zbMATH DE number 2166059 |
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AFFINE LATTICE MODELS (English)
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6 May 2005
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Interest rate models
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affine models
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birth and death processes
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discretization scheme
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