Markovian spot rate dynamics with stochastic volatility structures (Q4994411)
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scientific article; zbMATH DE number 7360818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian spot rate dynamics with stochastic volatility structures |
scientific article; zbMATH DE number 7360818 |
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Markovian spot rate dynamics with stochastic volatility structures (English)
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18 June 2021
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Markovian
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bond pricing
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heath
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Jarrow and Morton
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stochastic volatility
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