AFFINE LATTICE MODELS (Q4675935)
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scientific article; zbMATH DE number 2166059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | AFFINE LATTICE MODELS |
scientific article; zbMATH DE number 2166059 |
Statements
AFFINE LATTICE MODELS (English)
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6 May 2005
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Interest rate models
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affine models
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birth and death processes
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discretization scheme
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0.7606452107429504
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0.7599875330924988
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0.7420355081558228
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0.7362866997718811
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0.7356122136116028
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