A simplified exposition of the health, Jarrow and Morton model (Q4892363)
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scientific article; zbMATH DE number 927095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simplified exposition of the health, Jarrow and Morton model |
scientific article; zbMATH DE number 927095 |
Statements
A simplified exposition of the health, Jarrow and Morton model (English)
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11 March 1997
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Lipschitz conditions
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Health, Jarrow and Morton model
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term structure of interest rates
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theory of stochastic calculus
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