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zbMath1240.91176MaRDI QIDQ3109179

Longzhen Fan, Nanyan Cheng

Publication date: 27 January 2012

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

zbMATH Keywords

Poisson process affine model benchmark interest rate market interest rate

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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