An interest rate model with a Markovian mean reverting level (Q4647230)
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scientific article; zbMATH DE number 7001555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An interest rate model with a Markovian mean reverting level |
scientific article; zbMATH DE number 7001555 |
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An interest rate model with a Markovian mean reverting level (English)
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14 January 2019
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interest rate
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continuous-time finite-state Markov chain
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Vasicek model
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bond price solution
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