LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077)
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scientific article; zbMATH DE number 6882233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS |
scientific article; zbMATH DE number 6882233 |
Statements
LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (English)
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7 June 2018
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Vasicek model
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Lévy models
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interest-rate models
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pricing kernels
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long bond
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long-term investment
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long rate of interest
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Ross recovery
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