Consistency conditions for affine term structure models. (Q2574626)

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Consistency conditions for affine term structure models.
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    Statements

    title
    Consistency conditions for affine term structure models. (English)
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    publication date
    29 November 2005
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    zbMATH Keywords
    affine term structure models
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    Feynman-Kac formula
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    Identifiers

    zbMATH DE Number
    2233817
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    OpenAlex ID
    W1988196350
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    arXiv ID
    cond-mat/0404107
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