Weak convergence of term structure movements and the connection of prices and interest rates<sup>∗</sup> (Q4036136)
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scientific article
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| English | Weak convergence of term structure movements and the connection of prices and interest rates<sup>∗</sup> |
scientific article |
Statements
Weak convergence of term structure movements and the connection of prices and interest rates<sup>∗</sup> (English)
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16 May 1993
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discrete time term structure model
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weak convergence
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diffusion
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0.7806649208068848
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0.7606616616249084
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