Forward-backward SDEs and the CIR model (Q2471244)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward SDEs and the CIR model |
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Forward-backward SDEs and the CIR model (English)
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22 February 2008
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CIR model
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Bond price
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forward-backward stochastic differential equations
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Riccati equations
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