FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES (Q3126232)
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scientific article; zbMATH DE number 994124
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| English | FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES |
scientific article; zbMATH DE number 994124 |
Statements
FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES (English)
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23 March 1997
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two-country economy
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term structure dynamics
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exchange rate process
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0.7934209108352661
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0.7909743785858154
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0.7797501683235168
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0.7783858180046082
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0.7762708067893982
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