The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5798761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0 references
0.87636256
0 references
0.8745929
0 references
0.87245524
0 references
0.86752766
0 references
