Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Q3065132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models |
scientific article |
Statements
Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (English)
0 references
4 January 2011
0 references
stochastic
0 references
interest rates
0 references
derivatives
0 references
box method
0 references