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Revision as of 16:32, 5 March 2024
scientific article; zbMATH DE number 1106720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD |
scientific article; zbMATH DE number 1106720 |
Statements
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (English)
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21 January 1998
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term structure
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bond prices
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martingale measure
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contingent claims
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interest-rate caps
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hedging strategies
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Gaussian random field
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