A tractable yield-curve model that guarantees positive interest rates (Q375261): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 00:06, 5 March 2024

scientific article
Language Label Description Also known as
English
A tractable yield-curve model that guarantees positive interest rates
scientific article

    Statements

    A tractable yield-curve model that guarantees positive interest rates (English)
    0 references
    0 references
    29 October 2013
    0 references
    yield-curve models
    0 references
    interest rate options
    0 references
    contingent claims
    0 references
    fundamental solutions
    0 references

    Identifiers