Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2769691
Jump to:navigation, search

zbMath0998.91020MaRDI QIDQ2769691

Remigijus Leipus

Publication date: 24 November 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bond priceperturbation functionHo-Lee modelarbitrage-free modelbinomial bound market model


Mathematics Subject Classification ID


Related Items (2)

Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework ⋮ A mathematical model for the bond market.







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2769691&oldid=15648737"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 14:31.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki