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scientific article; zbMATH DE number 6290829
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scientific article; zbMATH DE number 6290829

    Statements

    publication date
    30 April 2014
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    zbMATH Keywords
    one-factor interest rate model
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    Vasicek model
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    bond price
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    analytical approximation formula
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    order of accuracy
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    calibration
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    Identifiers

    zbMATH DE Number
    6290829
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