From structural assumptions to a link between assets and interest rates (Q959749)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From structural assumptions to a link between assets and interest rates |
scientific article |
Statements
From structural assumptions to a link between assets and interest rates (English)
0 references
12 December 2008
0 references
assets
0 references
interest rates
0 references
testable relation
0 references
asset index
0 references
volatility structure
0 references
short rate
0 references
homogeneous
0 references
0 references
