Black–Derman–Toy model (Q4923650)

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financial model

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Language	Label	Description	Also known as
English	Black–Derman–Toy model	financial model

Statements

instance of

mathematical model

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defining formula

${\displaystyle d\ln(r)=[\theta _{t}+{\frac {\sigma '_{t}}{\sigma _{t}}}\ln(r)]dt+\sigma _{t}\,dW_{t}}$

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imported from Wikimedia project

English Wikipedia

maintained by WikiProject

WikiProject Mathematics

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Identifiers

Freebase ID

/m/08vv5f

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Microsoft Academic ID

173053258

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Sitelinks

Wikipedia(4 entries)

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• enwiki Black–Derman–Toy model
• eswiki Modelo Black-Derman-Toy
• fawiki مدل بلک-درمن-توی
• jawiki ブラック–ダーマン–トイ・モデル

Wikibooks(0 entries)

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Wikinews(0 entries)

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Wikiquote(0 entries)

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Wikisource(0 entries)

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Wikiversity(0 entries)

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Wikivoyage(0 entries)

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Wiktionary(0 entries)

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Multilingual sites(0 entries)

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