Bond and option pricing for interest rate model with clustering effects (Q4554475)
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scientific article; zbMATH DE number 6979506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond and option pricing for interest rate model with clustering effects |
scientific article; zbMATH DE number 6979506 |
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Bond and option pricing for interest rate model with clustering effects (English)
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14 November 2018
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interest rate modelling
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marked point process
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Hawkes processes
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bond pricing
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bond option
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