The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194): Difference between revisions
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scientific article; zbMATH DE number 5798761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Continuous-Time Ehrenfest Process in Term Structure Modelling |
scientific article; zbMATH DE number 5798761 |
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The Continuous-Time Ehrenfest Process in Term Structure Modelling (English)
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12 October 2010
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Ehrenfest model
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interest rate derivative
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short rate
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term structure
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Vasicek model
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zero-coupon bond
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