Lévy-Vasicek models and the long-bond return process (Q4565077)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lévy-Vasicek models and the long-bond return process |
scientific article; zbMATH DE number 6882233
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
7 June 2018
0 references
Vasicek model
0 references
Lévy models
0 references
interest-rate models
0 references
pricing kernels
0 references
long bond
0 references
long-term investment
0 references
long rate of interest
0 references
Ross recovery
0 references
0 references
0 references
0.7852388024330139
0 references
0.7716933488845825
0 references
0.7659212946891785
0 references
0.7659212946891785
0 references
0.7648109793663025
0 references
