A tractable yield-curve model that guarantees positive interest rates (Q375261)
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scientific article; zbMATH DE number 6220651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A tractable yield-curve model that guarantees positive interest rates |
scientific article; zbMATH DE number 6220651 |
Statements
A tractable yield-curve model that guarantees positive interest rates (English)
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29 October 2013
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yield-curve models
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interest rate options
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contingent claims
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fundamental solutions
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0.7647877931594849
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0.748975932598114
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0.748975396156311
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0.7479709982872009
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0.7447148561477661
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