On the singular limit of solutions to the CIR interest rate model with stochastic volatility (Q3552444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the singular limit of solutions to the CIR interest rate model with stochastic volatility |
scientific article |
Statements
22 April 2010
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Cox-Ingersoll-Ross two factor model
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rapidly oscillating volatility
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singular limit of solution
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asymptotic expansion
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q-fin.CP
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math.NA
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