Characterizing Gaussian Models of the Term Structure of Interest Rates (Q4372044): Difference between revisions
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Revision as of 02:01, 21 February 2024
scientific article; zbMATH DE number 1106728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing Gaussian Models of the Term Structure of Interest Rates |
scientific article; zbMATH DE number 1106728 |
Statements
Characterizing Gaussian Models of the Term Structure of Interest Rates (English)
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5 April 1998
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term structure
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bond prices
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martingale measure
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Gaussian random field
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