A class of arbitrage-free log-normal-short-rate two-factor models (Q4541550): Difference between revisions
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Revision as of 16:18, 5 March 2024
scientific article; zbMATH DE number 1771948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of arbitrage-free log-normal-short-rate two-factor models |
scientific article; zbMATH DE number 1771948 |
Statements
A class of arbitrage-free log-normal-short-rate two-factor models (English)
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4 September 2002
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arbitrage-free two-factor model
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market price
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American and compound options
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