Short rate analysis and marked point processes (Q1806288)

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scientific article; zbMATH DE number 1356509
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English
Short rate analysis and marked point processes
scientific article; zbMATH DE number 1356509

    Statements

    Short rate analysis and marked point processes (English)
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    1 November 1999
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    spot interest rate
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    partial differential difference equation
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    discount bond price
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    marked point process
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