Volatility models of the yield curve (Q3519590)
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scientific article; zbMATH DE number 5313404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility models of the yield curve |
scientific article; zbMATH DE number 5313404 |
Statements
19 August 2008
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no-arbitrage
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yield curve
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Brownian motion
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0.8182217478752136
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0.810734748840332
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0.7869600057601929
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0.7824200391769409
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