A joint stock and bond market based on the hyperbolic Gaussian model (Q362053)

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A joint stock and bond market based on the hyperbolic Gaussian model
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    A joint stock and bond market based on the hyperbolic Gaussian model (English)
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    20 August 2013
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    interest rate models
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    potential approach
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    dividend discount approach
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    Kalman filter
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    Monte Carlo simulation
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    hyperbolic Gaussian model
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