On a general class of one-factor models for the term structure of interest rates (Q1367942)
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scientific article; zbMATH DE number 1070550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a general class of one-factor models for the term structure of interest rates |
scientific article; zbMATH DE number 1070550 |
Statements
On a general class of one-factor models for the term structure of interest rates (English)
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23 March 1998
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term structure of interest rates
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contingent claim pricing
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lattice approximation
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Wiener process
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