A simple class of square-root interest-rate models (Q4994398)
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scientific article; zbMATH DE number 7360806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple class of square-root interest-rate models |
scientific article; zbMATH DE number 7360806 |
Statements
A simple class of square-root interest-rate models (English)
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18 June 2021
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square-root process
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chi-squared distribution
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Riccati equation
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yield curve
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volatility curve
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bond option
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0.8568688035011292
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0.8488118648529053
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0.7852215766906738
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0.7783054709434509
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0.7782157063484192
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