Volatility of the short rate in the rational lognormal model (Q1381312)
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scientific article; zbMATH DE number 1129428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility of the short rate in the rational lognormal model |
scientific article; zbMATH DE number 1129428 |
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Volatility of the short rate in the rational lognormal model (English)
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19 August 1998
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interest rate model
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volatility
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option value
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rational lognormal model
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