On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030)
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scientific article; zbMATH DE number 1621420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models |
scientific article; zbMATH DE number 1621420 |
Statements
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (English)
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2001
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Term structure
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Linear diffusions
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Zero coupon bonds
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Price of \(T\)-claims
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Increased volatility
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