A forward-backward SDE approach to affine models (Q1932521)
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scientific article; zbMATH DE number 6127166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward-backward SDE approach to affine models |
scientific article; zbMATH DE number 6127166 |
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A forward-backward SDE approach to affine models (English)
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20 January 2013
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affine models
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forward-backward stochastic differential equations
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stochastic flows
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bond price
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futures price
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forward price
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0.9170496
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0.91117823
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0.89733154
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0.89570194
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0.8942443
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0.8941661
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0.8921354
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0.8915338
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