Bond pricing when the short-term interest rate follows a threshold process (Q3605240)
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scientific article; zbMATH DE number 5509840
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| English | Bond pricing when the short-term interest rate follows a threshold process |
scientific article; zbMATH DE number 5509840 |
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Bond pricing when the short-term interest rate follows a threshold process (English)
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23 February 2009
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bond pricing
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term structure of interest rates
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threshold models
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0.7267443537712097
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0.7232645153999329
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0.7222561836242676
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0.7195622324943542
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0.718305766582489
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