A continuous-time model for reinvestment risk in bond markets (Q3404102)
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scientific article; zbMATH DE number 5667271
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| English | A continuous-time model for reinvestment risk in bond markets |
scientific article; zbMATH DE number 5667271 |
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A continuous-time model for reinvestment risk in bond markets (English)
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5 February 2010
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interest rate modeling
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incomplete markets
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forward rates
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risk-minimization
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0.9031552672386168
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0.7552103400230408
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0.7488403916358948
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0.7261856198310852
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0.7257784605026245
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