Consistency conditions for affine term structure models. (Q2574626): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1988196350 / rank | |||
Normal rank | |||
Revision as of 22:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency conditions for affine term structure models. |
scientific article |
Statements
Consistency conditions for affine term structure models. (English)
0 references
29 November 2005
0 references
affine term structure models
0 references
Feynman-Kac formula
0 references
