Interest rates risk-premium and shape of the yield curve
type: Item
instance of: scholarly article
title: Interest rates risk-premium and shape of the yield curve
zbMATH Open document ID: 1347.60091
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2016-09-30T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6631396
zbMATH Keywords: stochastic interest rate model
zbMATH Keywords: risk premium
zbMATH Keywords: yield curve
zbMATH Keywords: optimal pricing
author: Srdjan D. Stojanovic
MaRDI profile type: Publication
full work available at URL: dcdsb.2016013
OpenAlex ID: W2340583622
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DOI: 10.3934/DCDSB.2016013
description: scientific article; zbMATH DE number 6631396