A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544): Difference between revisions

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Revision as of 17:18, 5 March 2024

scientific article; zbMATH DE number 1771943
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English
A note on the Flesaker-Hughston model of the term structure of interest rates
scientific article; zbMATH DE number 1771943

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    A note on the Flesaker-Hughston model of the term structure of interest rates (English)
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    4 September 2002
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    term structure
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    caps
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    swaptions
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