Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates (Q6582152)
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scientific article; zbMATH DE number 7891001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates |
scientific article; zbMATH DE number 7891001 |
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Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates (English)
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2 August 2024
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short rate
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convergence model
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bond-pricing partial differential equation
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approximate analytical solution
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order of accuracy
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