Tenor specific pricing (Q4649506)
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scientific article; zbMATH DE number 6109793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tenor specific pricing |
scientific article; zbMATH DE number 6109793 |
Statements
TENOR SPECIFIC PRICING (English)
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22 November 2012
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acceptable risks
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nonlinear expectations
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distorted expectations
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CIR spot rate model
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0.6974790692329407
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0.691856861114502
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0.6890760064125061
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0.6886919736862183
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0.6881515383720398
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