The Relationship Between Risk and Maturity In A Stochastic Setting (Q4345922)
From MaRDI portal
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)
0 references
31 August 1997
0 references
Markov processes
0 references
zero-coupon bonds
0 references
interest rate options
0 references
diffusion process
0 references