Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086)
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scientific article; zbMATH DE number 5173173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of cash flows under random rates of interest: a linear algebraic approach |
scientific article; zbMATH DE number 5173173 |
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Valuation of cash flows under random rates of interest: a linear algebraic approach (English)
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19 July 2007
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stochastic interest rate models
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linear systems
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uniformly convergent approximation
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0.8549306
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0.85220444
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0.8493015
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0.8371558
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0.82985085
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0.82678527
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