Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215): Difference between revisions
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Revision as of 06:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew CIR process, conditional characteristic function, moments and bond pricing |
scientific article |
Statements
Skew CIR process, conditional characteristic function, moments and bond pricing (English)
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14 August 2019
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Feller branching process
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skew CIR process
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conditional characteristic function
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moment
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zero coupon bond pricing
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