Drift and diffusion function specification for short-term interest rates (Q1927755)
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scientific article; zbMATH DE number 6120840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift and diffusion function specification for short-term interest rates |
scientific article; zbMATH DE number 6120840 |
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Drift and diffusion function specification for short-term interest rates (English)
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2 January 2013
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short rate
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diffusion
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spatial correlation
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