Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility (Q6549857)
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scientific article; zbMATH DE number 7859633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility |
scientific article; zbMATH DE number 7859633 |
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Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility (English)
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4 June 2024
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unspanned stochastic volatility
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term structure
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derivative pricing
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CIR model
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