Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Forward rate models with linear volatilities - MaRDI portal

Forward rate models with linear volatilities (Q1761457)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Forward rate models with linear volatilities
scientific article

    Statements

    title
    Forward rate models with linear volatilities (English)
    0 references
    author
    Michał Barski
    0 references
    Zabczyk, Jerzy
    0 references
    publication date
    15 November 2012
    0 references
    zbMATH Keywords
    bond market
    0 references
    HJM condition
    0 references
    linear volatility
    0 references
    random fields
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B70
    0 references
    60G60
    0 references
    60H20
    0 references
    91B24
    0 references
    zbMATH DE Number
    6106818
    0 references
    OpenAlex ID
    W1969188538
    0 references
    arXiv ID
    1512.05321
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1761457&oldid=35307924"
    Powered by MediaWiki