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Q3109179 - MaRDI portal

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scientific article

    Statements

    author
    Longzhen Fan
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    Nanyan Cheng
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    publication date
    27 January 2012
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    zbMATH Keywords
    benchmark interest rate
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    market interest rate
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    Poisson process
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    affine model
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G80
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    91G60
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    zbMATH DE Number
    6001738
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