A forward-backward SDE approach to affine models (Q1932521): Difference between revisions

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Revision as of 02:21, 6 July 2024

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A forward-backward SDE approach to affine models
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    A forward-backward SDE approach to affine models (English)
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    20 January 2013
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    affine models
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    forward-backward stochastic differential equations
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    stochastic flows
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    bond price
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    futures price
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    forward price
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