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Publication:2760399
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zbMath1065.91509MaRDI QIDQ2760399

Bjorn Flesaker, Lane P. Hughston

Publication date: 6 January 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)


Related Items (10)

THE AFFINE RATIONAL POTENTIAL MODEL ⋮ THE MULTI-CURVE POTENTIAL MODEL ⋮ LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS ⋮ Theory of Cryptocurrency Interest Rates ⋮ COHERENT FOREIGN EXCHANGE MARKET MODELS ⋮ Rational Models for Inflation-Linked Derivatives ⋮ Entropy and information in the interest rate term structure ⋮ Lévy-Ito models in finance ⋮ GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS ⋮ DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS




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