Markov interest rate models (Q4541579): Difference between revisions
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Revision as of 17:18, 5 March 2024
scientific article; zbMATH DE number 1771973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov interest rate models |
scientific article; zbMATH DE number 1771973 |
Statements
Markov interest rate models (English)
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5 September 2002
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Markovian interest rate models
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state variable
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g-m models
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swaption prices
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marked prices
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