A term structure interest rate model with the Brownian bridge lower bound
Kentaro Kikuchi
| Year of publication: |
2024
|
|---|---|
| Authors: | Kikuchi, Kentaro |
| Subject: | Brownian bridge | Negative interest rate | No-arbitrage condition | Quadratic Gaussian term structure model | Unconventional monetary policy | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Niedrigzinspolitik | Low-interest-rate policy | Geldpolitik | Monetary policy | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-024-00439-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188737