Analyzing short-rate models for efficient bond option pricing: a review (Q6620762)
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scientific article; zbMATH DE number 7928097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing short-rate models for efficient bond option pricing: a review |
scientific article; zbMATH DE number 7928097 |
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Analyzing short-rate models for efficient bond option pricing: a review (English)
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17 October 2024
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equilibrium models
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no-arbitrage models
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zero-coupon bond options
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parametric approaches
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