A square root interest rate model fitting discrete initial term structure data (Q4541596)
From MaRDI portal
scientific article; zbMATH DE number 1771985
Language | Label | Description | Also known as |
---|---|---|---|
English | A square root interest rate model fitting discrete initial term structure data |
scientific article; zbMATH DE number 1771985 |
Statements
A square root interest rate model fitting discrete initial term structure data (English)
0 references
5 September 2002
0 references
term structure
0 references
interest rates
0 references
fixed income derivatives
0 references
square root process
0 references
0 references