Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (Q2469854)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration |
scientific article |
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Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (English)
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11 February 2008
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HJM
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forward rates
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arbitrage-free restriction
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volatility estimation
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