Interest rate trees: extensions and applications (Q4554489)
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scientific article; zbMATH DE number 6979519
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Interest rate trees: extensions and applications |
scientific article; zbMATH DE number 6979519 |
Statements
Interest rate trees: extensions and applications (English)
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14 November 2018
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term structure
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no-arbitrage model
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alternative drift functions
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real world
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risk-neutral world
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negative interest rates
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0.8191918134689331
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0.7755504250526428
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0.7667269706726074
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0.7655849456787109
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0.7605687975883484
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