A square root interest rate model fitting discrete initial term structure data (Q4541596)
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scientific article; zbMATH DE number 1771985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A square root interest rate model fitting discrete initial term structure data |
scientific article; zbMATH DE number 1771985 |
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A square root interest rate model fitting discrete initial term structure data (English)
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5 September 2002
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term structure
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interest rates
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fixed income derivatives
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square root process
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