THE DOTHAN PRICING MODEL REVISITED (Q3084606): Difference between revisions
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Revision as of 10:37, 5 March 2024
scientific article
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English | THE DOTHAN PRICING MODEL REVISITED |
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THE DOTHAN PRICING MODEL REVISITED (English)
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25 March 2011
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interest rate models
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Dothan model
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PDE
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heat kernel
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option pricing
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Hartman-Watson distribution
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Bessel functions
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