Term structure of interest rates: The martingale approach (Q583070)

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Term structure of interest rates: The martingale approach
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    title
    Term structure of interest rates: The martingale approach (English)
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    author
    Philippe Artzner
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    publication date
    1989
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    Mathematics Subject Classification ID
    91B24
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    60J65
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    60G44
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    60J60
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    91B62
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    zbMATH DE Number
    4131899
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    zbMATH Keywords
    interest rate
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    savings
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    bonds
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    Brownian motion
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    diffusion
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