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scientific article; zbMATH DE number 6178866
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scientific article; zbMATH DE number 6178866

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    author
    Liang Jiang
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    Dingyao Xin
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    publication date
    20 June 2013
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    Mathematics Subject Classification ID
    91G30
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    91G70
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    62F10
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    zbMATH DE Number
    6178866
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    zbMATH Keywords
    Hull-White short-term rate model
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    regularization method
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    zero-coupon bond
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