A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871)
From MaRDI portal
scientific article; zbMATH DE number 1253673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A YIELD‐FACTOR MODEL OF INTEREST RATES |
scientific article; zbMATH DE number 1253673 |
Statements
A YIELD‐FACTOR MODEL OF INTEREST RATES (English)
0 references
23 February 1999
0 references
stochastic volatility
0 references
term structure of interest rates
0 references
parametric multivariate Markov diffusion process
0 references
jump diffusions
0 references
