A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791)
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scientific article; zbMATH DE number 6024237
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| English | A numerical approach to obtain the yield curves with different risk-neutral drifts |
scientific article; zbMATH DE number 6024237 |
Statements
A numerical approach to obtain the yield curves with different risk-neutral drifts (English)
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15 April 2012
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term structure of interest rates
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risk-neutral drift
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parametric estimation
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numerical methods
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0.7575600147247314
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0.7372662425041199
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0.7337863445281982
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0.728868305683136
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0.7226912379264832
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