On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Zero coupon bonds and affine term structures: Reconsidering the one-factor model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of the Black and Scholes Formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility misspecification, option pricing and superreplication via coupling / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Asymptotic Theory of Growth Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank

Revision as of 18:28, 3 June 2024

scientific article; zbMATH DE number 1621420
Language Label Description Also known as
English
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
scientific article; zbMATH DE number 1621420

    Statements

    On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (English)
    0 references
    0 references
    2001
    0 references
    0 references
    0 references
    0 references
    0 references
    Term structure
    0 references
    Linear diffusions
    0 references
    Zero coupon bonds
    0 references
    Price of \(T\)-claims
    0 references
    Increased volatility
    0 references