Skip to search formSkip to main contentSkip to account menu

Black–Karasinski model

Known as: Black-Karasinski model 
In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model. It is a… 
Wikipedia (opens in a new tab)

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2007
2007
Publicly traded companies can leave a public system by bankruptcy or an exit due to merger. Discrete sub-hazard functions are… 
2007
2007
Prior work indicates that a regime-switching stochastic model with randomized regime parameters creates a more plausible set of…