Explicit bond option in Heath Jarrow Morton model with constant volatility (Q2867759)
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scientific article; zbMATH DE number 6241520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit bond option in Heath Jarrow Morton model with constant volatility |
scientific article; zbMATH DE number 6241520 |
Statements
20 December 2013
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interest rates
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market models
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stochastic models
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Explicit bond option in Heath Jarrow Morton model with constant volatility (English)
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