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Q3061868 - MaRDI portal

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scientific article

    Statements

    author
    M. M. Chawla
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    publication date
    3 January 2011
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    zbMATH Keywords
    short term interest rate
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    stochastic models
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    Vasicek model
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    Cox-Ingersoll-Ross model
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    general four-parameter short term rate model
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    bond pricing
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    yield curve
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G30
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    91B30
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    zbMATH DE Number
    5831241
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