Continuous and discrete models in finance, in particular for stochastic interest rates (Q4870602)
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scientific article; zbMATH DE number 859827
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Continuous and discrete models in finance, in particular for stochastic interest rates |
scientific article; zbMATH DE number 859827 |
Statements
Continuous and discrete models in finance, in particular for stochastic interest rates (English)
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26 March 1996
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interest rate models in discrete time
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diffusion limits
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Markov chains
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0.7985419034957886
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0.7680654525756836
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0.7663780450820923
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0.7619011998176575
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