Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533): Difference between revisions
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Revision as of 02:36, 20 March 2024
scientific article; zbMATH DE number 1771934
Language | Label | Description | Also known as |
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English | Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. |
scientific article; zbMATH DE number 1771934 |
Statements
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (English)
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4 September 2002
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