Analyzing short-rate models for efficient bond option pricing: a review
type: Item
instance of: scholarly article
title: Analyzing short-rate models for efficient bond option pricing: a review
author: Indu Rani
author: Chandan Kumar Verma
published in: SN Operations Research Forum
publication date: 2024-10-17T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 7928097
zbMATH Keywords: equilibrium models
zbMATH Keywords: no-arbitrage models
zbMATH Keywords: zero-coupon bond options
zbMATH Keywords: parametric approaches
MaRDI profile type: MaRDI publication profile
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DOI: 10.1007/S43069-024-00351-7
description: scientific article; zbMATH DE number 7928097