Random step functions model for interest rates
Konstantin Borovkov; Fima C. Klebaner; Eleanor Virag
| Year of publication: |
2003
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|---|---|
| Authors: | Borovkov, Konstantin ; Klebaner, Fima C. ; Virag, Eleanor |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 1, p. 123-143
|
| Subject: | Anleihe | Bond | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001724648