THE WISHART SHORT RATE MODEL (Q4909141)

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scientific article; zbMATH DE number 6143525
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English
THE WISHART SHORT RATE MODEL
scientific article; zbMATH DE number 6143525

    Statements

    title
    THE WISHART SHORT RATE MODEL (English)
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    author
    Alessandro Gnoatto
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    publication date
    12 March 2013
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    zbMATH Keywords
    yield curve shapes
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    Wishart processes
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    affine processes
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    zero-coupon bond
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    Identifiers

    zbMATH DE Number
    6143525
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    arXiv ID
    1203.5513
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    OpenAlex ID
    W3125091590
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