A bond pricing formula under a non-trivial, three-factor model of interest rates (Q1351133)
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scientific article; zbMATH DE number 984281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bond pricing formula under a non-trivial, three-factor model of interest rates |
scientific article; zbMATH DE number 984281 |
Statements
A bond pricing formula under a non-trivial, three-factor model of interest rates (English)
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27 February 1997
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Term structure
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Stochastic volatility
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Time-varying mean
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Bond pricing
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Multi-factor model
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