A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729)
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scientific article; zbMATH DE number 5319239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model of discontinuous interest rate behavior, yield curves, and volatility |
scientific article; zbMATH DE number 5319239 |
Statements
A model of discontinuous interest rate behavior, yield curves, and volatility (English)
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2 September 2008
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Interest rates
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Yield curve
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Levy process
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