Interest rate options valuation under incomplete information (Q2480219): Difference between revisions
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Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate options valuation under incomplete information |
scientific article |
Statements
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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