Short rate analysis and marked point processes (Q1806288)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Short rate analysis and marked point processes |
scientific article; zbMATH DE number 1356509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Short rate analysis and marked point processes |
scientific article; zbMATH DE number 1356509 |
Statements
Short rate analysis and marked point processes (English)
0 references
1 November 1999
0 references
spot interest rate
0 references
partial differential difference equation
0 references
discount bond price
0 references
marked point process
0 references
0.8347689509391785
0 references
0.7914410829544067
0 references
0.7801510095596313
0 references
