SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SELF EXCITING THRESHOLD INTEREST RATES MODELS |
scientific article |
Statements
SELF EXCITING THRESHOLD INTEREST RATES MODELS (English)
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8 February 2007
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SETAR
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state-price density
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skew Brownian motion
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eigenfunction expansions
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interest rates
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market models
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