The impact of compounding on bond pricing with alternative r

This paper looks at the impact of compounding on zero-coupon bond prices by considering the short rate when it follows a Gaussian diffusion process or a

Related Keywords

, Secured Overnight Financing Rate , Sterling Overnight Interbank Average , Ansonia , Ofr , Stochastic Volatility , Ump Diffusion , Monte Carlo Simulation , Zero Coupon Bonds , Original Research ,