VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE (Q3125791)
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| Language | Label | Description | Also known as |
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| English | VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE |
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VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE (English)
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20 July 1997
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term structure dynamics
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volatility structure
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two- dimensional state variable Markov process
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