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zbMath1142.91685MaRDI QIDQ3524428

Manlio Trovato, Claudio Albanese

Publication date: 9 September 2008

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

zbMATH Keywords

stochastic volatility monetary policy volatility smile operator methods interest rate models Markov generator stochastic drift callable cms spread callable swap continuous-time lattice

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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