A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856): Difference between revisions
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Revision as of 11:04, 20 February 2024
scientific article; zbMATH DE number 2216236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL |
scientific article; zbMATH DE number 2216236 |
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A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (English)
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19 October 2005
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Markov chain
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semi-martingale
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forward measure
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unbiased expectation hypothesis
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