A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (Q5464341)
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scientific article; zbMATH DE number 2195378
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES |
scientific article; zbMATH DE number 2195378 |
Statements
A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (English)
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17 August 2005
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affine model
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spot-price model
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0.7558876276016235
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0.7483030557632446
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0.748292088508606
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0.7453385591506958
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