Discrete-time interest rate modelling (Q4919471)
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scientific article; zbMATH DE number 6162937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time interest rate modelling |
scientific article; zbMATH DE number 6162937 |
Statements
Discrete-time interest rate modelling (English)
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14 May 2013
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interest rates models
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pricing kernels
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financial time series
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Flesaker-Hughston models
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transversality condition
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financial bubbles
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