A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871): Difference between revisions
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Revision as of 22:36, 22 February 2024
scientific article; zbMATH DE number 1253673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A YIELD‐FACTOR MODEL OF INTEREST RATES |
scientific article; zbMATH DE number 1253673 |
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A YIELD‐FACTOR MODEL OF INTEREST RATES (English)
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23 February 1999
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stochastic volatility
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term structure of interest rates
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parametric multivariate Markov diffusion process
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jump diffusions
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