Analytic pricing solutions to term structure derivatives in a Markov chain market (Q4659865)

From MaRDI portal
scientific article; zbMATH DE number 2148209
Language Label Description Also known as
English
Analytic pricing solutions to term structure derivatives in a Markov chain market
scientific article; zbMATH DE number 2148209

    Statements

    Analytic pricing solutions to term structure derivatives in a Markov chain market (English)
    0 references
    21 March 2005
    0 references
    Markov interest rate model
    0 references
    forward measure
    0 references
    0 references

    Identifiers