Pricing interest rate derivatives under volatility uncertainty (Q6549593)
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scientific article; zbMATH DE number 7859338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing interest rate derivatives under volatility uncertainty |
scientific article; zbMATH DE number 7859338 |
Statements
Pricing interest rate derivatives under volatility uncertainty (English)
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4 June 2024
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fixed income markets
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fixed income derivatives
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ambiguous volatility
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Knightian uncertainty
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model uncertainty
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robust finance
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