Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis (Q3621215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis |
scientific article |
Statements
15 April 2009
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one factor interest rate model
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Cox-Ingersoll-Ross model
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bond price
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analytical approximation formula
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experimental order of convergence
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q-fin.PR
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math.NA
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