Markov interest rate models (Q4541579): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:15, 7 February 2024
scientific article; zbMATH DE number 1771973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov interest rate models |
scientific article; zbMATH DE number 1771973 |
Statements
Markov interest rate models (English)
0 references
5 September 2002
0 references
Markovian interest rate models
0 references
state variable
0 references
g-m models
0 references
swaption prices
0 references
marked prices
0 references
