Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908)
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| Language | Label | Description | Also known as |
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| English | Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective |
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Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (English)
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17 June 2020
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finance
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Gaussian dynamic term structure models
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HJM
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finite dimensional realizations
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interest rate derivatives
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