A nonlinear non-probabilistic spot interest rate model (Q4719411)
From MaRDI portal
scientific article; zbMATH DE number 1383972
Language | Label | Description | Also known as |
---|---|---|---|
English | A nonlinear non-probabilistic spot interest rate model |
scientific article; zbMATH DE number 1383972 |
Statements
A nonlinear non-probabilistic spot interest rate model (English)
0 references
4 January 2000
0 references
fixed income
0 references
uncertainty
0 references
non-probabilistic model
0 references
short-term interest rate
0 references