A joint stock and bond market based on the hyperbolic Gaussian model (Q362053)
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scientific article; zbMATH DE number 6199557
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| English | A joint stock and bond market based on the hyperbolic Gaussian model |
scientific article; zbMATH DE number 6199557 |
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A joint stock and bond market based on the hyperbolic Gaussian model (English)
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20 August 2013
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interest rate models
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potential approach
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dividend discount approach
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Kalman filter
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Monte Carlo simulation
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hyperbolic Gaussian model
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0.7378402352333069
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0.7024190425872803
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0.7017675638198853
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0.7008840441703796
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0.6971863508224487
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