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scientific article; zbMATH DE number 1895639
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scientific article; zbMATH DE number 1895639

    Statements

    author
    Dianfa Chen
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    publication date
    22 February 2004
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    Mathematics Subject Classification ID
    60H30
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    60J70
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    91G30
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    zbMATH DE Number
    1895639
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    zbMATH Keywords
    term structure
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    Brownian motion
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    martingale
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