Discrete-time continuous-state interest rate models (Q5940867)
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scientific article; zbMATH DE number 1635013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time continuous-state interest rate models |
scientific article; zbMATH DE number 1635013 |
Statements
Discrete-time continuous-state interest rate models (English)
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20 August 2001
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interest rate
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discrete time
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prices of contingent claims
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