On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation
type: Item
instance of: scholarly article
title: On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation
zbMATH Open document ID: 1479.91418
published in: Mathematica Slovaca
publication date: 2021-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 41A58
zbMATH DE Number: 7439823
zbMATH Keywords: interest rate
zbMATH Keywords: convergence model
zbMATH Keywords: stochastic correlation
zbMATH Keywords: bond price
zbMATH Keywords: series expansion
Wikidata QID: Q114052788
author: Beáta Stehlíková
MaRDI profile type: Publication
full work available at URL: ms-2017-0408
OpenAlex ID: W3073077197
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cites work: Q3165683
DOI: 10.1515/MS-2017-0408
description: scientific article; zbMATH DE number 7439823