Volatility of the short rate in the rational lognormal model
type: Item
instance of: scholarly article
title: Volatility of the short rate in the rational lognormal model
zbMATH Open document ID: 0894.90018
author: Lisa R. Goldberg
published in: Finance and Stochastics
publication date: 1998-08-19T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1129428
zbMATH Keywords: interest rate model
zbMATH Keywords: volatility
zbMATH Keywords: option value
zbMATH Keywords: rational lognormal model
MaRDI profile type: Publication
full work available at URL: s007800050038
OpenAlex ID: W2167930263
DOI: 10.1007/S007800050038
description: scientific article; zbMATH DE number 1129428