A stochastic monetary policy interest rate model (Q3524428)
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scientific article; zbMATH DE number 5323754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A stochastic monetary policy interest rate model |
scientific article; zbMATH DE number 5323754 |
Statements
9 September 2008
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interest rate models
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monetary policy
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stochastic drift
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stochastic volatility
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operator methods
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continuous-time lattice
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Markov generator
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volatility smile
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callable swap
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callable cms spread
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0.7957107424736023
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0.7712041139602661
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0.7634742856025696
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0.7633682489395142
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0.7633676528930664
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