An interest rate model with a Markovian mean reverting level (Q4647230)
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scientific article; zbMATH DE number 7001555
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| English | An interest rate model with a Markovian mean reverting level |
scientific article; zbMATH DE number 7001555 |
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An interest rate model with a Markovian mean reverting level (English)
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14 January 2019
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interest rate
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continuous-time finite-state Markov chain
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Vasicek model
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bond price solution
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0.8049282431602478
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0.8049281239509583
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0.7936244010925293
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0.7749648094177246
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