A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL
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Publication:5178700
DOI10.12732/ijam.v27i4.4zbMath1308.91177OpenAlexW2041384168MaRDI QIDQ5178700
Publication date: 16 March 2015
Published in: International Journal of Apllied Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/818626ff7f4d9038386ebd7d751ea146c13da43f
term structure of interest ratesVasicek modelyield curvepricing of zero-coupon bondsMalkielgeneralized Vasicek-Malkiel model
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