Polynomial approximation of discounted moments (Q6659478)
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scientific article; zbMATH DE number 7963951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial approximation of discounted moments |
scientific article; zbMATH DE number 7963951 |
Statements
Polynomial approximation of discounted moments (English)
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9 January 2025
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Markov processes
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pricing
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hedging
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short-rate models
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credit models
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generator
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resolvent
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