A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL

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DOI10.12732/ijam.v27i4.4zbMath1308.91177OpenAlexW2041384168MaRDI QIDQ5178700

M. M. Chawla

Publication date: 16 March 2015

Published in: International Journal of Apllied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/818626ff7f4d9038386ebd7d751ea146c13da43f

zbMATH Keywords

term structure of interest rates Vasicek model yield curve pricing of zero-coupon bonds Malkiel generalized Vasicek-Malkiel model

Mathematics Subject Classification ID

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