Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
interest rate model
|
| gptkbp:allows |
calibration to initial term structure
|
| gptkbp:basedOn |
gptkb:Vasicek_model
|
| gptkbp:feature |
time-dependent parameters
|
| gptkbp:form |
gptkb:stochastic_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
extended Vasicek model
|
| gptkbp:relatedTo |
gptkb:Hull-White_model
|
| gptkbp:solvedBy |
short rate modeling
|
| gptkbp:type |
one-factor model
|
| gptkbp:usedIn |
finance
fixed income modeling |
| gptkbp:bfsParent |
gptkb:Hull-White_model
|
| gptkbp:bfsLayer |
7
|