A Vasicek-type short rate model with memory effect (Q3459230)
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scientific article; zbMATH DE number 6523148
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Vasicek-type short rate model with memory effect |
scientific article; zbMATH DE number 6523148 |
Statements
A Vasicek-Type Short Rate Model With Memory Effect (English)
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21 December 2015
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Vasicek-type short rate model
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stochastic differential equation
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yield curve
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affine term structure
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term structure equation
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0.8189449310302734
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0.7999469041824341
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0.775635302066803
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0.7717130780220032
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0.7703773975372314
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