On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation (Q2057871)
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scientific article; zbMATH DE number 7439823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation |
scientific article; zbMATH DE number 7439823 |
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On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation (English)
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7 December 2021
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interest rate
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convergence model
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stochastic correlation
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bond price
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series expansion
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