Stochastic Control and Pricing Under Swap Measures (Q5746532)
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scientific article; zbMATH DE number 6259468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control and Pricing Under Swap Measures |
scientific article; zbMATH DE number 6259468 |
Statements
Stochastic Control and Pricing Under Swap Measures (English)
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19 February 2014
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multi-factor term structures
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interest rate derivative pricing
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stochastic control
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