A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544): Difference between revisions
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| Property / cites work: Calcul stochastique et problèmes de martingales / rank | |||
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Latest revision as of 12:06, 4 June 2024
scientific article; zbMATH DE number 1771943
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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