A New Model for Interest Rates (Q4216107)

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scientific article; zbMATH DE number 1213262
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A New Model for Interest Rates
scientific article; zbMATH DE number 1213262

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    A New Model for Interest Rates (English)
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    28 December 1998
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    valuation of fixed income security portfolios
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    portfolio of cash flows
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    first-order nonlinear hyperbolic partial differential equation
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