Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond pricing under mixed generalized CIR model with mixed Wishart volatility process |
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Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (English)
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16 March 2017
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fractional Brownian motion
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Wishart process
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CIR model
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zero-coupon bond
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