Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461)
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scientific article; zbMATH DE number 1246441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero coupon bonds and affine term structures: Reconsidering the one-factor model |
scientific article; zbMATH DE number 1246441 |
Statements
Zero coupon bonds and affine term structures: Reconsidering the one-factor model (English)
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19 July 1999
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affine term structure
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Riccati's equation
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linear diffusions
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value of a zero coupon bond with maturity
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