Discretization of deflated bond prices (Q4507957)
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scientific article; zbMATH DE number 1515472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of deflated bond prices |
scientific article; zbMATH DE number 1515472 |
Statements
Discretization of deflated bond prices (English)
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24 November 2002
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interest rate models
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Monte Carlo methods
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discretization
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martingales
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