A Vasicek-Type Short Rate Model With Memory Effect (Q3459230)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Vasicek-Type Short Rate Model With Memory Effect |
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A Vasicek-Type Short Rate Model With Memory Effect (English)
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21 December 2015
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Vasicek-type short rate model
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stochastic differential equation
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yield curve
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affine term structure
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term structure equation
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