Explosive behavior in a log-normal interest rate model

Dan Pirjol

Year of publication:	2013
Authors:	Pirjol, Dan
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 4, p. 1-23
Subject:	Short rate models \| log-normal interest rate models \| Markov functional model \| Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Zins \| Interest rate \| Markov-Kette \| Markov chain \| CAPM \| Optionspreistheorie \| Option pricing theory

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