Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (Q5001114)
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scientific article; zbMATH DE number 7372388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic bond pricing for short rate dynamics evolving on matrix Lie groups |
scientific article; zbMATH DE number 7372388 |
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Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (English)
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16 July 2021
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bond pricing
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interest rate modeling
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interest rate derivatives
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Lie groups
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Mathieu equation
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