Real-World Forward Rate Dynamics With Affine Realizations (Q3448331)
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scientific article
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| English | Real-World Forward Rate Dynamics With Affine Realizations |
scientific article |
Statements
Real-World Forward Rate Dynamics With Affine Realizations (English)
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23 October 2015
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Lévy driven interest rate model
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real-world forward rate dynamics
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affine realization
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market price of risk
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