Interest rate options valuation under incomplete information (Q2480219): Difference between revisions

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Latest revision as of 19:31, 27 June 2024

scientific article
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English
Interest rate options valuation under incomplete information
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    Interest rate options valuation under incomplete information (English)
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    31 March 2008
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    general equilibrium
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    term structure of interest rates
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    incomplete information
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    filtering theory
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    option prices
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