QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669)
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scientific article; zbMATH DE number 2166386
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| English | QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES |
scientific article; zbMATH DE number 2166386 |
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QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (English)
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9 May 2005
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Quadratic term strukture models
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Option pricing
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Risk free and defaultable rates
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Time-homogeneous Markov process
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0.7896839380264282
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0.7826051115989685
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0.7737824320793152
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0.7676486968994141
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0.7674403190612793
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