The Dynamics of Short-Term Interest Rate Volatility Reconsidered (Q4798670)
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scientific article; zbMATH DE number 1880519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
scientific article; zbMATH DE number 1880519 |
Statements
The Dynamics of Short-Term Interest Rate Volatility Reconsidered (English)
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12 March 2003
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interest rate
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level effect
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pricing of bond options
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