Open AccessTWO APPROACHES FOR STOCHASTIC INTEREST RATE OPTION MODEL
Author(s) -
JungSoon Hyun,
YoungHee Kim
Publication year - 2006
Publication title -
journal of the korean mathematical society/daehan suhak hoeji
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.403
H-Index - 31
eISSN - 2234-3008
pISSN - 0304-9914
DOI - 10.4134/jkms.2006.43.4.845
Subject(s) - numéraire , interest rate , rendleman–bartter model , econometrics , bond , mathematics , short rate model , bond valuation , economics , asset (computer security) , maturity (psychological) , mathematical economics , finance , computer science , psychology , developmental psychology , computer security