Ross recovery and the term structure of interest rates (Q2823406)
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scientific article; zbMATH DE number 6634236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ross recovery and the term structure of interest rates |
scientific article; zbMATH DE number 6634236 |
Statements
6 October 2016
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Ross recovery
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discrete Markov process
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measure change
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state price
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Ross recovery and the term structure of interest rates (English)
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