From structural assumptions to a link between assets and interest rates (Q959749)
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scientific article; zbMATH DE number 5382220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From structural assumptions to a link between assets and interest rates |
scientific article; zbMATH DE number 5382220 |
Statements
From structural assumptions to a link between assets and interest rates (English)
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12 December 2008
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assets
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interest rates
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testable relation
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asset index
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volatility structure
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short rate
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homogeneous
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0.82774675
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0.81308126
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0.80875134
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0.80360234
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