Black's consol rate conjecture (Q1901078): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Q1802946 / rank | |||
| Property / author | |||
| Property / author: Jiong-min Yong / rank | |||
Revision as of 13:19, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black's consol rate conjecture |
scientific article |
Statements
Black's consol rate conjecture (English)
0 references
15 January 1996
0 references
forward-backward stochastic differential equations
0 references
nodal solutions
0 references
term structure of interest rates
0 references
consol rate problem
0 references
