Volatility of the short rate in the rational lognormal model

DOI10.1007/s007800050038zbMath0894.90018OpenAlexW2167930263MaRDI QIDQ1381312

Lisa R. Goldberg

Publication date: 19 August 1998

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050038

zbMATH Keywords

interest rate modelvolatilityoption valuerational lognormal model

Mathematics Subject Classification ID

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