A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical approach to obtain the yield curves with different risk-neutral drifts |
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A numerical approach to obtain the yield curves with different risk-neutral drifts (English)
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15 April 2012
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term structure of interest rates
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risk-neutral drift
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parametric estimation
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numerical methods
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