ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS |
scientific article |
Statements
ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (English)
0 references
24 February 2002
0 references
term structure of interest rates
0 references
multiplicative decomposition
0 references
implied savings account
0 references
