scientific article; zbMATH DE number 5176694

zbMath1164.91345MaRDI QIDQ5296581

Romeo Negrea

Publication date: 1 August 2007

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

zbMATH Keywords

financial modellingpricing of zero-coupon bondsstochastic differential equation of McShane's type

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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