scientific article; zbMATH DE number 2046097
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Publication:4451068
zbMath1072.91018MaRDI QIDQ4451068
Publication date: 23 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyshort rate modelsforward rate modelsfinite realizations of forward rate modelsforward rate curve familieslinear realizations of interest rate models
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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