LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:23, 5 March 2024
scientific article; zbMATH DE number 6882233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS |
scientific article; zbMATH DE number 6882233 |
Statements
LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (English)
0 references
7 June 2018
0 references
Vasicek model
0 references
Lévy models
0 references
interest-rate models
0 references
pricing kernels
0 references
long bond
0 references
long-term investment
0 references
long rate of interest
0 references
Ross recovery
0 references
