Two-factor term structure model with uncertain volatility risk (Q1800343)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two-factor term structure model with uncertain volatility risk |
scientific article; zbMATH DE number 6963321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-factor term structure model with uncertain volatility risk |
scientific article; zbMATH DE number 6963321 |
Statements
Two-factor term structure model with uncertain volatility risk (English)
0 references
23 October 2018
0 references
two-factor term structure
0 references
uncertain short interest rate
0 references
volatility risk
0 references
bond pricing
0 references
uncertain differential equation
0 references
0 references
