The Wishart short rate model (Q4909141)
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scientific article; zbMATH DE number 6143525
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Wishart short rate model |
scientific article; zbMATH DE number 6143525 |
Statements
THE WISHART SHORT RATE MODEL (English)
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12 March 2013
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yield curve shapes
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Wishart processes
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affine processes
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zero-coupon bond
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0.7708685398101807
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0.7502380609512329
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0.7487034797668457
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0.748703122138977
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0.7485462427139282
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