Bond pricing when the short-term interest rate follows a threshold process (Q3605240): Difference between revisions
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Revision as of 13:01, 5 March 2024
scientific article
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English | Bond pricing when the short-term interest rate follows a threshold process |
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Bond pricing when the short-term interest rate follows a threshold process (English)
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23 February 2009
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bond pricing
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term structure of interest rates
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threshold models
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