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scientific article; zbMATH DE number 912570
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scientific article; zbMATH DE number 912570

    Statements

    author
    Rui Kan
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    J. Darrell Duffie
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    publication date
    1 August 1996
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    zbMATH Keywords
    Markov diffusion
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    survey
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    multi-factor structure models
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B62
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    60H10
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    zbMATH DE Number
    912570
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