Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077)
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scientific article; zbMATH DE number 6939282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model |
scientific article; zbMATH DE number 6939282 |
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Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (English)
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19 September 2018
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applied mathematical finance
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critical phenomena
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derivative pricing models
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fixed income
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interest rate modelling
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