On the properties of one-dimensional quadratic model of the term structure of yields (Q6571961)
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scientific article; zbMATH DE number 7880692
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| English | On the properties of one-dimensional quadratic model of the term structure of yields |
scientific article; zbMATH DE number 7880692 |
Statements
On the properties of one-dimensional quadratic model of the term structure of yields (English)
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12 July 2024
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forward rate
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yield curve
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volatility
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Riccati equation
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0.7849005460739136
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0.7645434141159058
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0.7580785751342773
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