A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850)
From MaRDI portal
scientific article; zbMATH DE number 2166569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING |
scientific article; zbMATH DE number 2166569 |
Statements
A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (English)
0 references
9 May 2005
0 references
0 references