Bonds and Options in Exponentially Affine Bond Models (Q5363231)
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scientific article; zbMATH DE number 6786574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bonds and Options in Exponentially Affine Bond Models |
scientific article; zbMATH DE number 6786574 |
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Bonds and Options in Exponentially Affine Bond Models (English)
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5 October 2017
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interest rates
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yield curve
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term structure
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bonds
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bond options
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swaptions
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square-root process
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exponentially affine measure
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