A model of the term structure of interest rates based on Lévy fields (Q2485808)
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scientific article; zbMATH DE number 2192546
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| English | A model of the term structure of interest rates based on Lévy fields |
scientific article; zbMATH DE number 2192546 |
Statements
A model of the term structure of interest rates based on Lévy fields (English)
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5 August 2005
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Term structure of interest rates
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Lévy fields
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HJM model
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Kennedy model
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0.8094686269760132
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0.7990423440933228
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0.7933247089385986
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0.7933247089385986
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0.7920907735824585
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