The Relationship Between Risk and Maturity In A Stochastic Setting (Q4345922)
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scientific article; zbMATH DE number 1040336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Relationship Between Risk and Maturity In A Stochastic Setting |
scientific article; zbMATH DE number 1040336 |
Statements
The Relationship Between Risk and Maturity In A Stochastic Setting (English)
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31 August 1997
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Markov processes
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zero-coupon bonds
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interest rate options
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diffusion process
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