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scientific article; zbMATH DE number 2030325
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scientific article; zbMATH DE number 2030325

    Statements

    author
    Guanquan Zhang
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    Peijun Li
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    publication date
    1 March 2004
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    zbMATH Keywords
    derivative security pricing
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    Ito process
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    bond pricing
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    interest rate identification
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    Identifiers

    Mathematics Subject Classification ID
    35R30
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    35R60
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    91B24
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    91B28
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    60H15
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    zbMATH DE Number
    2030325
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