A class of arbitrage-free log-normal-short-rate two-factor models (Q4541550)
From MaRDI portal
scientific article; zbMATH DE number 1771948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of arbitrage-free log-normal-short-rate two-factor models |
scientific article; zbMATH DE number 1771948 |
Statements
A class of arbitrage-free log-normal-short-rate two-factor models (English)
0 references
4 September 2002
0 references
arbitrage-free two-factor model
0 references
market price
0 references
American and compound options
0 references
