Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (Q4643587)
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scientific article; zbMATH DE number 6873015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates |
scientific article; zbMATH DE number 6873015 |
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Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (English)
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24 May 2018
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interest rates model
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long-term rate
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interest rate spread
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bond price
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nonlinear equation
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asymptotic expansion
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