Term structure of interest rates: Discontinuous case (Q4234440)
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scientific article; zbMATH DE number 1263515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure of interest rates: Discontinuous case |
scientific article; zbMATH DE number 1263515 |
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Term structure of interest rates: Discontinuous case (English)
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11 January 2000
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Martingale measure
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zero coupon bond
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Poisson process
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