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Revision as of 02:01, 21 February 2024

scientific article; zbMATH DE number 1106720
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English
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
scientific article; zbMATH DE number 1106720

    Statements

    THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (English)
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    21 January 1998
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    term structure
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    bond prices
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    martingale measure
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    contingent claims
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    interest-rate caps
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    hedging strategies
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    Gaussian random field
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    Identifiers