On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B25 / rank | |||
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| Property / zbMATH DE Number: 6220644 / rank | |||
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pricing kernel | |||
| Property / zbMATH Keywords: pricing kernel / rank | |||
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finite-state bond models | |||
| Property / zbMATH Keywords: finite-state bond models / rank | |||
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Revision as of 11:23, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing kernels and finite-state variable Heath Jarrow Morton models |
scientific article |
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On pricing kernels and finite-state variable Heath Jarrow Morton models (English)
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29 October 2013
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pricing kernel
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finite-state bond models
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