Consistency conditions for affine term structure models. (Q2574626): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: cond-mat/0404107 / rank | |||
Normal rank |
Revision as of 07:12, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistency conditions for affine term structure models. |
scientific article |
Statements
Consistency conditions for affine term structure models. (English)
0 references
29 November 2005
0 references
affine term structure models
0 references
Feynman-Kac formula
0 references