Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework |
scientific article |
Statements
Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (English)
0 references
28 November 2006
0 references
short-term interest rates
0 references
Ho-Lee model
0 references
Wiener process
0 references
Poisson process
0 references
