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scientific article; zbMATH DE number 813756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 813756 |
Statements
8 November 1995
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AR(1)--GARCH(1,1) model
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bivariate Itô process
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two-factor model
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term structure of interest rates
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closed-form solution
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price of zero-coupon bonds
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