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A term structure interest rate model with the Brownian bridge lower bound (Q6630704)

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scientific article; zbMATH DE number 7936906
Language Label Description Also known as
English
A term structure interest rate model with the Brownian bridge lower bound
scientific article; zbMATH DE number 7936906

    Statements

    title
    A term structure interest rate model with the Brownian bridge lower bound (English)
    0 references
    author
    Kentaro Kikuchi
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    publication date
    31 October 2024
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    zbMATH Keywords
    no-arbitrage condition
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    quadratic Gaussian term structure model
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    Brownian bridge
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    negative interest rate
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    unconventional monetary policy
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    Identifiers

    zbMATH DE Number
    7936906
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