Adaptive Interest Rate Modelling (Q4687604)

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scientific article; zbMATH DE number 6952596
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Adaptive Interest Rate Modelling
scientific article; zbMATH DE number 6952596

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    Adaptive Interest Rate Modelling (English)
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    12 October 2018
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    CIR model
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    local parametric approach
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    time homogeneous interval
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    adaptive statistical techniques
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