Stochastic differential equations for capital market models (Q2960757)
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scientific article; zbMATH DE number 6686686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic differential equations for capital market models |
scientific article; zbMATH DE number 6686686 |
Statements
17 February 2017
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ordinary and stochastic differential equations
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discrete approximations
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Black-Karasinski model
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Solvency II
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0.7784423232078552
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0.7697848081588745
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0.757617175579071
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0.7512156367301941
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