The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194)
From MaRDI portal
scientific article; zbMATH DE number 5798761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Continuous-Time Ehrenfest Process in Term Structure Modelling |
scientific article; zbMATH DE number 5798761 |
Statements
The Continuous-Time Ehrenfest Process in Term Structure Modelling (English)
0 references
12 October 2010
0 references
Ehrenfest model
0 references
interest rate derivative
0 references
short rate
0 references
term structure
0 references
Vasicek model
0 references
zero-coupon bond
0 references
0 references
