A note on the volatility term structure in short rate models (Q4228319)
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scientific article; zbMATH DE number 1248340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the volatility term structure in short rate models |
scientific article; zbMATH DE number 1248340 |
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A note on the volatility term structure in short rate models (English)
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2 February 1999
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volatility function
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lognormal process
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term structure
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