Bilinear term structure model (Q3069955)
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scientific article; zbMATH DE number 5843565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bilinear term structure model |
scientific article; zbMATH DE number 5843565 |
Statements
BILINEAR TERM STRUCTURE MODEL (English)
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2 February 2011
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affine term structure model
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bilinear term structure model
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quadratic term structure model
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stochastic discount factor
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0.7747297286987305
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0.7697043418884277
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0.763738214969635
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0.7460893392562866
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