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scientific article; zbMATH DE number 6401194
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scientific article; zbMATH DE number 6401194

    Statements

    author
    Liang Jiang
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    Hongxi Lin
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    publication date
    11 February 2015
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    zbMATH Keywords
    Vasicek model
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    CIR model
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    benchmark
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    numerical method
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G60
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    91G20
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    zbMATH DE Number
    6401194
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