A complete Markovian stochastic volatility model in the HJM framework (Q1000522)
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scientific article; zbMATH DE number 5503515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A complete Markovian stochastic volatility model in the HJM framework |
scientific article; zbMATH DE number 5503515 |
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A complete Markovian stochastic volatility model in the HJM framework (English)
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6 February 2009
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0.91282433
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0.9066012
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0.90591675
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0.89136016
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0.89020425
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