A generalized one-factor term structure model and pricing of interest rate derivative securities / G.J. Jiang
| rdfs:label | "A generalized one-factor term structure model and pricing of interest rate derivative securities / G.J. Jiang" |
| schema:name | "A generalized one-factor term structure model and pricing of interest rate derivative securities" |
| schema:author | Onderzoekschool Systemen, Organisaties en Management (Groningen) |
| Jiang, George J. | |
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schema:same |
<http:/ |
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schema:main |
<https:/ |
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http:/ |
"1997" |
| schema:about | Monte carlo method |
| effectenwezen | |
| Rente | |
| Non-parametric statistics | |
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<http:/ |
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| Options trade | |
| rente | |
| Partial differential equations | |
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schema:in |
"en" |
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schema:is |
Research report / Graduate School/Research Institute, Systems, Organisations and Management (SOM) |
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schema:number |
50 |
| schema:publication |
<https:/ |