A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700)
From MaRDI portal
scientific article; zbMATH DE number 6897611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 6897611 |
Statements
A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (English)
0 references
29 June 2018
0 references
interest-sensitive claims
0 references
stochastic volatility
0 references
binomial algorithms
0 references
0 references
0 references
0 references
0 references
