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Markov-functional interest rate models. - MaRDI portal

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Markov-functional interest rate models. (Q2760400)

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scientific article; zbMATH DE number 1684630
Language Label Description Also known as
English
Markov-functional interest rate models.
scientific article; zbMATH DE number 1684630

    Statements

    publication date
    6 January 2002
    0 references
    author
    Phil Hunt
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    Joanne E. Kennedy
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    Antoon Pelsser
    0 references
    title
    Markov-functional interest rate models. (English)
    0 references

    Identifiers

    zbMATH DE Number
    1684630
    0 references
     
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