Markov interest rate models (Q4541579): Difference between revisions
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Revision as of 21:16, 19 March 2024
scientific article; zbMATH DE number 1771973
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov interest rate models |
scientific article; zbMATH DE number 1771973 |
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Markov interest rate models (English)
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5 September 2002
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Markovian interest rate models
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state variable
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g-m models
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swaption prices
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marked prices
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