Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278): Difference between revisions

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Latest revision as of 09:44, 25 June 2024

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Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework
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    Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (English)
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    28 November 2006
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    short-term interest rates
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    Ho-Lee model
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    Wiener process
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    Poisson process
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