A three-factor convergence model of interest rates (Q2867813)
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scientific article; zbMATH DE number 6241564
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| English | A three-factor convergence model of interest rates |
scientific article; zbMATH DE number 6241564 |
Statements
20 December 2013
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interest rate
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convergence model
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bond price
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partial differential equation
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closed-form solution
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analytic approximation
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order of accuracy
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A three-factor convergence model of interest rates (English)
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0.8969841599464417
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0.8437721133232117
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0.841295063495636
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0.8289154171943665
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