Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527)
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scientific article; zbMATH DE number 5269303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models |
scientific article; zbMATH DE number 5269303 |
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Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (English)
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29 April 2008
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affine term structure model
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mean reversion model
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initial forward rate curve
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time-inhomogeneous extension
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