Yield Curves and Forward Curves for Diffusion Models of Short Rates (Q5376858)
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scientific article; zbMATH DE number 7057026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Yield Curves and Forward Curves for Diffusion Models of Short Rates |
scientific article; zbMATH DE number 7057026 |
Statements
Yield Curves and Forward Curves for Diffusion Models of Short Rates (English)
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20 May 2019
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interest rate
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diffusion model
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yield curve
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forward rate
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derivative pricing
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