Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models (Q4673734)
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scientific article; zbMATH DE number 2166446
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| English | Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models |
scientific article; zbMATH DE number 2166446 |
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Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models (English)
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9 May 2005
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short-rate
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interest rate models
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0.7362499833106995
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0.7146120071411133
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0.7104820609092712
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