A Short Rate Model Using Ambit Processes (Q2841800)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Short Rate Model Using Ambit Processes |
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A Short Rate Model Using Ambit Processes (English)
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30 July 2013
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bond market
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Gaussian processes
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nonsemimartingales
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short rates
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volatility
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CIR model
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