Consistent fitting of one-factor models to interest rate data. (Q1584583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent fitting of one-factor models to interest rate data. |
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Consistent fitting of one-factor models to interest rate data. (English)
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2000
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Term structure of interest rates
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Cox-Ingersoll-Ross model
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Vasiček model
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