A mathematical model for the bond market.

DOI10.1007/S10986-005-0012-9MaRDI QIDQ2487858zbMATH OpenOpenAlexFDO

Authors E. Artamonova, Remigijus Leipus

Publication date 9 August 2005

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-005-0012-9

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• A squared binomial tree approach to discrete-time bond market modelling
• Option pricing: A simplified approach

Cited in

(9)

• An algorithm for solving bond pricing problem.
• Mathematical model of investment in bonds
• A squared binomial tree approach to discrete-time bond market modelling
• No-arbitrage in Heath-Jarrow-Morton model and the bond pricing equation
• A joint stock and bond market based on the hyperbolic Gaussian model
• A mathematical model of pricing in a large system of cash bonds
• Security price modelling by a binomial tree
• scientific article; zbMATH DE number 1865422 (Why is no real title available?)
• Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework

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