Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (Q2271607)
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scientific article; zbMATH DE number 5591615
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| English | Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach |
scientific article; zbMATH DE number 5591615 |
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Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (English)
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7 August 2009
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short-rate
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term structure
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approximation
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conditional moment
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0.8329765200614929
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0.810590386390686
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0.7918813824653625
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0.7908166646957397
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