Finite–dimensional Markovian realizations for stochastic volatility forward–rate models (Q3043426)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite–dimensional Markovian realizations for stochastic volatility forward–rate models |
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Finite–dimensional Markovian realizations for stochastic volatility forward–rate models (English)
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6 August 2004
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forward rates
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Heath-Jarrow-Morton models
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stochastic volatility
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finite-dimensional realizations
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