Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A mathematical model for the bond market. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4218399 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2769691 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4845600 / rank
 
Normal rank

Latest revision as of 10:44, 25 June 2024

scientific article
Language Label Description Also known as
English
Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework
scientific article

    Statements

    Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (English)
    0 references
    0 references
    0 references
    28 November 2006
    0 references
    0 references
    short-term interest rates
    0 references
    Ho-Lee model
    0 references
    Wiener process
    0 references
    Poisson process
    0 references
    0 references