Transition densities for interest rate and other nonlinear diffusions (Q2725572)
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scientific article; zbMATH DE number 1619433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition densities for interest rate and other nonlinear diffusions |
scientific article; zbMATH DE number 1619433 |
Statements
6 July 2003
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interest rate models
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transition function
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diffusion
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derivative securities
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Transition densities for interest rate and other nonlinear diffusions (English)
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