Explosive behavior in a log-normal interest rate model (Q2842536)
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scientific article; zbMATH DE number 6198413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explosive behavior in a log-normal interest rate model |
scientific article; zbMATH DE number 6198413 |
Statements
15 August 2013
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short rate models
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log-normal interest rate models
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Markov functional model
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Explosive behavior in a log-normal interest rate model (English)
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