Work

Analytical Approximations for Short Rate Models

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1692624

Authors: Alexandre Antonov, Michael Spector

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1568481890

Cites: 7

Cited by: 6

Related to: 10