Continuous-time term structure models: Forward measure approach (Q1376237)
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scientific article; zbMATH DE number 1096358
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| English | Continuous-time term structure models: Forward measure approach |
scientific article; zbMATH DE number 1096358 |
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Continuous-time term structure models: Forward measure approach (English)
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11 December 1997
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term structure of interest rates
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forward measure
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martingale measure
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LIBOR rate
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0.8572479486465454
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0.8307932615280151
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