A term structure model of interest rates with quadratic volatility (Q4554488)
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scientific article; zbMATH DE number 6979518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A term structure model of interest rates with quadratic volatility |
scientific article; zbMATH DE number 6979518 |
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A term structure model of interest rates with quadratic volatility (English)
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14 November 2018
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term structure
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interest rate
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volatility
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affine model
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prediction
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