搜索结果: 1-1 共查到“国民经济学 asymptotic”相关记录1条 . 查询时间(0.078 秒)
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
zero-coupon bonds asymptotic analysis
2010/12/13
We analyze analytic approximation formulae for pricing zero-coupon bonds in the case when the short-term interest rate is driven by a one-factor mean-reverting process with a volatility nonlinearly d...