Pricing Fixed-Income Securities in an Information-Based Framework (Q5363206)
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scientific article; zbMATH DE number 6786539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Fixed-Income Securities in an Information-Based Framework |
scientific article; zbMATH DE number 6786539 |
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Pricing Fixed-Income Securities in an Information-Based Framework (English)
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5 October 2017
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fixed-income securities
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interest rate theory
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inflation-linked securities
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incomplete information
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nonlinear filtering
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