On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 5930037 / rank | |||
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lattice | |||
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stochastic interest rate model | |||
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complexity | |||
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Revision as of 13:57, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction and complexity of the bivariate lattice with stochastic interest rate models |
scientific article |
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On the construction and complexity of the bivariate lattice with stochastic interest rate models (English)
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21 July 2011
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lattice
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stochastic interest rate model
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complexity
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