THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037): 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 15:32, 5 March 2024
scientific article; zbMATH DE number 1106720
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
21 January 1998
0 references
term structure
0 references
bond prices
0 references
martingale measure
0 references
contingent claims
0 references
interest-rate caps
0 references
hedging strategies
0 references
Gaussian random field
0 references
