Forward transition rates
Kristian Buchardt, Christian Furrer, Mogens Steffensen
| Year of publication: |
2019
|
|---|---|
| Authors: | Buchardt, Kristian ; Furrer, Christian ; Steffensen, Mogens |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 975-999
|
| Subject: | Doubly stochastic Markov models | Forward rates | Kolmogorov forward equations | Life insurance | Lebensversicherung | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00397-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114667