The Term Structure of Simple Forward Rates with Jump Risk (Q4812840)
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scientific article; zbMATH DE number 2094452
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| default for all languages | No label defined |
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| English | The Term Structure of Simple Forward Rates with Jump Risk |
scientific article; zbMATH DE number 2094452 |
Statements
The Term Structure of Simple Forward Rates with Jump Risk (English)
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23 August 2004
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interest rates
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libor market model
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jumps
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arbitrage
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0.8159475326538086
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0.8154716491699219
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0.8112508058547974
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0.8112508058547974
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0.8030738830566406
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