A tractable yield-curve model that guarantees positive interest rates (Q375261)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A tractable yield-curve model that guarantees positive interest rates |
scientific article |
Statements
A tractable yield-curve model that guarantees positive interest rates (English)
0 references
29 October 2013
0 references
yield-curve models
0 references
interest rate options
0 references
contingent claims
0 references
fundamental solutions
0 references
0 references