Review Paper. Interest–rate term–structure pricing models: a review (Q3043458)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2083927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Review Paper. Interest–rate term–structure pricing models: a review |
scientific article; zbMATH DE number 2083927 |
Statements
Review Paper. Interest–rate term–structure pricing models: a review (English)
0 references
6 August 2004
0 references
term-structure modelling
0 references
interest-rate models
0 references
model calibration
0 references
vega hedging
0 references
informational efficiency (EMH)
0 references
0.819593608379364
0 references
0.7947357892990112
0 references
0.7845741510391235
0 references
0.7841957807540894
0 references
