A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1253673
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A YIELD‐FACTOR MODEL OF INTEREST RATES |
scientific article; zbMATH DE number 1253673 |
Statements
A YIELD‐FACTOR MODEL OF INTEREST RATES (English)
0 references
23 February 1999
0 references
stochastic volatility
0 references
term structure of interest rates
0 references
parametric multivariate Markov diffusion process
0 references
jump diffusions
0 references
0 references
0 references
0.96642214
0 references
0 references
0.87209296
0 references
0.86690104
0 references
0.86680835
0 references
0.8632437
0 references
0 references
0.8584787
0 references
