Polynomial Term Structure Models

From MaRDI portal

MaRDI QIDQ6250984zbMATH OpenFDO

Authors Si Cheng, Michael R. Tehranchi

Publication date 24 April 2014




Abstract: This article discuss a class of tractable model in the form of polynomial type.














This page was built for publication: Polynomial Term Structure Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6250984)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Polynomial_Term_Structure_Models&oldid=94741631"
Powered by MediaWiki