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
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| Subject: | Doubly stochastic Markov models | Forward rates | Kolmogorov forward equations | Life insurance | Lebensversicherung | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | Derivat | Derivative |
| 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