ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388)
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scientific article; zbMATH DE number 1655890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 1655890 |
Statements
ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (English)
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24 February 2002
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term structure of interest rates
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multiplicative decomposition
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implied savings account
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