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Latest revision as of 20:31, 27 June 2024

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Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
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    Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (English)
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    31 March 2008
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    modeling interest rates
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    stochastic volatility
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    GARCH
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    diffusions
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    interest rate options
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