Problems in certain two-factor term structure models
type: Item
instance of: scholarly article
title: Problems in certain two-factor term structure models
zbMATH Open document ID: 0780.90008
published in: The Annals of Applied Probability
publication date: 1993-10-28T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 436554
zbMATH Keywords: two-factor option pricing
zbMATH Keywords: diffusion equations
author: Michael L. Hogan
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177005438
OpenAlex ID: W2035059426
DOI: 10.1214/AOAP/1177005438
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description: scientific article; zbMATH DE number 436554