ON THE FOUR-PARAMETER BOND PRICING MODEL
DOI10.12732/IJAM.V29I1.5zbMATH Open1380.91136OpenAlexW2340274857MaRDI QIDQ2959628FDOQ2959628
Authors: Man M. Chawla 
Publication date: 9 February 2017
Published in: International Journal of Apllied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.12732/ijam.v29i1.5
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Derivative securities (option pricing, hedging, etc.) (91G20) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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