Numerical and analytical methods for bond pricing in short rate convergence models of interest rates (Q4590698)
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scientific article; zbMATH DE number 6810161
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| English | Numerical and analytical methods for bond pricing in short rate convergence models of interest rates |
scientific article; zbMATH DE number 6810161 |
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20 November 2017
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bond pricing
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short rate convergence models
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interest rates
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stochastic differential equation
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0.8538293242454529
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0.841295063495636
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0.8230214715003967
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0.7659592628479004
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0.7653197646141052
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