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Estimating the price of pure discount bond: eigenfunction expansion approach - MaRDI portal

Estimating the price of pure discount bond: eigenfunction expansion approach (Q2796472)

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scientific article; zbMATH DE number 6560231
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English
Estimating the price of pure discount bond: eigenfunction expansion approach
scientific article; zbMATH DE number 6560231

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    24 March 2016
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    pure discount bond
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    eigenfunction expansion
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    infinitesimal generator
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    simple harmonic oscillator
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    Estimating the price of pure discount bond: eigenfunction expansion approach (English)
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