A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (Q5464341): Difference between revisions

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Revision as of 19:39, 19 March 2024

scientific article; zbMATH DE number 2195378
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English
A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES
scientific article; zbMATH DE number 2195378

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    A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (English)
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    17 August 2005
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    affine model
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    spot-price model
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