Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (Q4643587)

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scientific article; zbMATH DE number 6873015
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    Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates
    scientific article; zbMATH DE number 6873015

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      Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (English)
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      24 May 2018
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      interest rates model
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      long-term rate
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      interest rate spread
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      bond price
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      nonlinear equation
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      asymptotic expansion
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