AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729)
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scientific article; zbMATH DE number 2229325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL |
scientific article; zbMATH DE number 2229325 |
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AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (English)
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15 November 2005
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interest rate term structure
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growth optimal portfolio
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fair pricing
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market price for risk
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square root process
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