Interest rate models on Lie groups (Q3005817): Difference between revisions
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Revision as of 10:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate models on Lie groups |
scientific article |
Statements
Interest rate models on Lie groups (English)
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9 June 2011
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financial mathematics
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financial engineering
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interest rate modelling
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affine term structure models
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