Term structure of interest rates: Discontinuous case (Q4234440)
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scientific article; zbMATH DE number 1263515
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| English | Term structure of interest rates: Discontinuous case |
scientific article; zbMATH DE number 1263515 |
Statements
Term structure of interest rates: Discontinuous case (English)
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11 January 2000
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Martingale measure
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zero coupon bond
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Poisson process
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0.8526784777641296
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0.8141158223152161
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0.8021143078804016
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