An affine model for short rates when monetary policy is path dependent (Q6594916)
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scientific article; zbMATH DE number 7903265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An affine model for short rates when monetary policy is path dependent |
scientific article; zbMATH DE number 7903265 |
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An affine model for short rates when monetary policy is path dependent (English)
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29 August 2024
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short rates
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stochastic volatility
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continuous-time estimation
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option options
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