An interest rate model with upper and lower bounds
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Publication:1421690
DOI10.1023/A:1024125430287zbMath1071.91020OpenAlexW1481635279MaRDI QIDQ1421690
Freddy Delbaen, Hiroshi Shirakawa
Publication date: 3 February 2004
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1024125430287
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30) Special polynomials in general fields (12E10)
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