Analytic pricing solutions to term structure derivatives in a Markov chain market (Q4659865)
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scientific article; zbMATH DE number 2148209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic pricing solutions to term structure derivatives in a Markov chain market |
scientific article; zbMATH DE number 2148209 |
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Analytic pricing solutions to term structure derivatives in a Markov chain market (English)
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21 March 2005
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Markov interest rate model
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forward measure
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