A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261)
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| Language | Label | Description | Also known as |
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| English | A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds |
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A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (English)
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30 March 2020
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fractional Vasicek model
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short-range dependence
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zero-coupon bonds
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European option
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