Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919): Difference between revisions
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Revision as of 02:38, 20 March 2024
scientific article; zbMATH DE number 1040333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes |
scientific article; zbMATH DE number 1040333 |
Statements
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (English)
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31 August 1997
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Heath-Jarrow-Morton model
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Poisson-Gaussian process
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interest rate options
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