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Q5398750 - MaRDI portal

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scientific article; zbMATH DE number 6262717
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scientific article; zbMATH DE number 6262717

    Statements

    author
    Yinghui Dong
    0 references
    publication date
    28 February 2014
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    zbMATH Keywords
    dynamic guaranteed funds
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    forward neutral measure
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    Vasicek stochastic interest rates
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    zero-coupon bond
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    Identifiers

    zbMATH DE Number
    6262717
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