A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:15, 7 February 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
