SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299)
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scientific article; zbMATH DE number 1963357
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| English | SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM |
scientific article; zbMATH DE number 1963357 |
Statements
SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (English)
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13 August 2003
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affine and quadratic term structures
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interest rate models
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forward curves
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0.8185184001922607
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0.7457705736160278
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0.7413139939308167
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0.7401430606842041
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