A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/135048697334782 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1975349079 / rank | |||
Normal rank |
Revision as of 18:52, 19 March 2024
scientific article; zbMATH DE number 1771943
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on the Flesaker-Hughston model of the term structure of interest rates |
scientific article; zbMATH DE number 1771943 |
Statements
A note on the Flesaker-Hughston model of the term structure of interest rates (English)
0 references
4 September 2002
0 references
term structure
0 references
caps
0 references
swaptions
0 references