ON THE FOUR-PARAMETER BOND PRICING MODEL (Q2959628): Difference between revisions
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Latest revision as of 02:24, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE FOUR-PARAMETER BOND PRICING MODEL |
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ON THE FOUR-PARAMETER BOND PRICING MODEL (English)
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9 February 2017
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four-parameter random walk model
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short term rate of interest
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stochastic differential equation
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bond pricing equation
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general solution
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yield curve
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Vasicek model
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Cox-Ingersoll-Ross model
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