AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK (Q5281723)
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scientific article; zbMATH DE number 6752342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK |
scientific article; zbMATH DE number 6752342 |
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AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK (English)
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26 July 2017
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affine modelling
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market price of risk
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predictions of interest rates
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