Continuous and discrete models in finance, in particular for stochastic interest rates (Q4870602)

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scientific article; zbMATH DE number 859827
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Continuous and discrete models in finance, in particular for stochastic interest rates
scientific article; zbMATH DE number 859827

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    Continuous and discrete models in finance, in particular for stochastic interest rates (English)
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    26 March 1996
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    interest rate models in discrete time
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    diffusion limits
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    Markov chains
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