Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (Q2271607)
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: Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach |
scientific article |
Statements
Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (English)
0 references
7 August 2009
0 references
short-rate
0 references
term structure
0 references
approximation
0 references
conditional moment
0 references
0 references
