Discrete time Wishart term structure models (Q543795): Difference between revisions
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Revision as of 21:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time Wishart term structure models |
scientific article |
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Discrete time Wishart term structure models (English)
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17 June 2011
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affine term structure
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quadratic term structure
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CAR process
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affine process
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Wishart process
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