Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework
type: Item
instance of: scholarly article
title: Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework
zbMATH Open document ID: 1201.91208
author: E. Artamonova
author: Remigijus Leipus
published in: Lithuanian Mathematical Journal
publication date: 2006-11-28T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5076500
zbMATH Keywords: short-term interest rates
zbMATH Keywords: Ho-Lee model
zbMATH Keywords: Wiener process
zbMATH Keywords: Poisson process
MaRDI profile type: Publication
full work available at URL: s10986-005-0027-2
OpenAlex ID: W2023279644
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DOI: 10.1007/S10986-005-0027-2
description: scientific article; zbMATH DE number 5076500