Weak convergence of term structure movements and the connection of prices and interest rates∗

DOI10.1080/07362999308809302zbMath0765.90011OpenAlexW1993858647MaRDI QIDQ4036136

Dunmu Ji, G. George Yin

Publication date: 16 May 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809302

zbMATH Keywords

diffusionweak convergencediscrete time term structure model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (1)

Term structure of interest rates: Discontinuous case

Cites Work

• The Pricing of Options and Corporate Liabilities
• A Theory of the Term Structure of Interest Rates
• Unnamed Item
• Unnamed Item

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