On The Variance And Skewness Of The Swap Rate In A Stochastic Volatility Interest Rate Model (Q5164146)
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scientific article; zbMATH DE number 7423344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On The Variance And Skewness Of The Swap Rate In A Stochastic Volatility Interest Rate Model |
scientific article; zbMATH DE number 7423344 |
Statements
On The Variance And Skewness Of The Swap Rate In A Stochastic Volatility Interest Rate Model (English)
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9 November 2021
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interest rate models
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stochastic processes
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swaption pricing
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