A joint stock and bond market based on the hyperbolic Gaussian model (Q362053)
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English | A joint stock and bond market based on the hyperbolic Gaussian model |
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A joint stock and bond market based on the hyperbolic Gaussian model (English)
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20 August 2013
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interest rate models
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potential approach
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dividend discount approach
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Kalman filter
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Monte Carlo simulation
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hyperbolic Gaussian model
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