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scientific article; zbMATH DE number 1487971
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scientific article; zbMATH DE number 1487971

    Statements

    publication date
    10 August 2000
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    zbMATH Keywords
    interest rate models
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    closed-form approximations
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    transition function
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    diffusion
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B70
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    60J35
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    60J60
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    zbMATH DE Number
    1487971
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