AFFINE LATTICE MODELS (Q4675935): Difference between revisions
From MaRDI portal
Revision as of 11:09, 10 June 2024
scientific article; zbMATH DE number 2166059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AFFINE LATTICE MODELS |
scientific article; zbMATH DE number 2166059 |
Statements
AFFINE LATTICE MODELS (English)
0 references
6 May 2005
0 references
Interest rate models
0 references
affine models
0 references
birth and death processes
0 references
discretization scheme
0 references
