A term structure model for dividends and interest rates (Q5855963)

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scientific article; zbMATH DE number 7326790
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A term structure model for dividends and interest rates
scientific article; zbMATH DE number 7326790

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    A term structure model for dividends and interest rates (English)
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    23 March 2021
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    dividend derivatives
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    interest rates
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    moment-based option pricing
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    polynomial jump-diffusion
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    term structure
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