A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261)

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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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