Black's consol rate conjecture (Q1901078)
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scientific article; zbMATH DE number 811740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Black's consol rate conjecture |
scientific article; zbMATH DE number 811740 |
Statements
Black's consol rate conjecture (English)
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15 January 1996
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forward-backward stochastic differential equations
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nodal solutions
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term structure of interest rates
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consol rate problem
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0.8333461284637451
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0.8333461284637451
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0.750532329082489
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0.750532329082489
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0.7475641965866089
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