A forward-backward SDE approach to affine models (Q1932521): Difference between revisions
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Latest revision as of 13:37, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward-backward SDE approach to affine models |
scientific article |
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A forward-backward SDE approach to affine models (English)
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20 January 2013
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affine models
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forward-backward stochastic differential equations
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stochastic flows
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bond price
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futures price
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forward price
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