A mathematical model for the bond market.

DOI10.1007/S10986-005-0012-9zbMath1125.91047OpenAlexW2088221385MaRDI QIDQ2487858

Remigijus Leipus, E. Artamonova

Publication date: 9 August 2005

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0012-9

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework

Cites Work

• Option pricing: A simplified approach
• Unnamed Item

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