scientific article; zbMATH DE number 1310348

zbMATH Open0931.60052MaRDI QIDQ4254409FDOQ4254409

Authors: Jirô Akahori 

Publication date: 20 February 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic integral equationno-arbitrage interest rate model

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic integral equations (60H20)

Cited In (3)

• Some estimates on exponentials of solutions to stochastic differential equations
• Explosion in the quasi-Gaussian HJM model
• Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor

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