What does the market price of risk tell us in the single factor interest rate model? (Q955853)
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scientific article; zbMATH DE number 5369964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What does the market price of risk tell us in the single factor interest rate model? |
scientific article; zbMATH DE number 5369964 |
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What does the market price of risk tell us in the single factor interest rate model? (English)
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20 November 2008
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Lévy process
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market price of risk
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interest rate model
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