Interest rates risk-premium and shape of the yield curve
Work
Year: 2016
Type: article
Abstract: We apply the general theory of pricing in incomplete markets, due to the author, on the problem of pricing bonds for theHull-White stochastic interest rate model. As pricing in incomplete markets invo... more
Author Srdjan Stojanović
Cites: 26
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: gold