Log-gamma motion as flexible model for generalized interest rates (Q4639175)
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scientific article; zbMATH DE number 6865979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-gamma motion as flexible model for generalized interest rates |
scientific article; zbMATH DE number 6865979 |
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Log-gamma motion as flexible model for generalized interest rates (English)
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3 May 2018
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interest rate
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martingale
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inv-log-gamma process
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