The Term Structure of Simple Forward Rates with Jump Risk (Q4812840)
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scientific article; zbMATH DE number 2094452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Term Structure of Simple Forward Rates with Jump Risk |
scientific article; zbMATH DE number 2094452 |
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The Term Structure of Simple Forward Rates with Jump Risk (English)
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23 August 2004
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interest rates
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libor market model
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jumps
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arbitrage
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