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zbMath1300.91030MaRDI QIDQ2923292

Takashi Yasuoka

Publication date: 15 October 2014

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

zbMATH Keywords

metric space term structure model HJM model LIBOR market model BGM model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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