Volatility structures of forward rates and the dynamics of the term structure: a multifactor case (Q4254786)
From MaRDI portal
scientific article; zbMATH DE number 1310944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility structures of forward rates and the dynamics of the term structure: a multifactor case |
scientific article; zbMATH DE number 1310944 |
Statements
Volatility structures of forward rates and the dynamics of the term structure: a multifactor case (English)
0 references
6 October 1999
0 references
term structure dynamics
0 references
volatility of forward rates
0 references
HJM models
0 references
Markovian models of the term structure
0 references
