MATHEMATICAL PSEUDO-COMPLETION OF THE BGM MODEL (Q3523579): Difference between revisions
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Latest revision as of 10:02, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MATHEMATICAL PSEUDO-COMPLETION OF THE BGM MODEL |
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MATHEMATICAL PSEUDO-COMPLETION OF THE BGM MODEL (English)
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3 September 2008
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generalized BGM theory
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interest rate option pricing
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lognormal LIBOR model
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stability of the stochastic
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differential equation
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term structure of volatility
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