Calibration of short rate term structure models from bid-ask coupon bond prices (Q2148264)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of short rate term structure models from bid-ask coupon bond prices |
scientific article |
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Calibration of short rate term structure models from bid-ask coupon bond prices (English)
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23 June 2022
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zero coupon bond prices
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short rate model calibration
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maximum entropy in the mean
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interest rate swaps
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