Pricing derivatives in zone model (Q1421691)
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scientific article; zbMATH DE number 2036996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing derivatives in zone model |
scientific article; zbMATH DE number 2036996 |
Statements
Pricing derivatives in zone model (English)
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3 February 2004
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option pricing
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interest rate model
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C.I.R. model
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perturbation method
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