Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (Q4643587): Difference between revisions

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Revision as of 16:31, 15 July 2024

scientific article; zbMATH DE number 6873015
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Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates
scientific article; zbMATH DE number 6873015

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    Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (English)
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    24 May 2018
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    interest rates model
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    long-term rate
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    interest rate spread
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    bond price
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    nonlinear equation
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    asymptotic expansion
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