Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839)
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| Language | Label | Description | Also known as |
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| English | Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences |
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Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (English)
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26 July 2019
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multivariate CIR model
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zero-coupon bond
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perturbation theory
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Riccati equations
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