Consistent fitting of one-factor models to interest rate data. (Q1584583)
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scientific article; zbMATH DE number 1525238
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| default for all languages | No label defined |
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| English | Consistent fitting of one-factor models to interest rate data. |
scientific article; zbMATH DE number 1525238 |
Statements
Consistent fitting of one-factor models to interest rate data. (English)
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2000
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Term structure of interest rates
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Cox-Ingersoll-Ross model
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Vasiček model
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0.8823492
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0.8467344
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0.8403884
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0.84030765
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0.8391088
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0.8384637
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