Consistency conditions for affine term structure models. (Q2574626)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency conditions for affine term structure models. |
scientific article |
Statements
Consistency conditions for affine term structure models. (English)
0 references
29 November 2005
0 references
affine term structure models
0 references
Feynman-Kac formula
0 references
0 references
