Modelling 1-month Euribor interest rate by using differential equations with uncertainty (Q4977276)
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scientific article; zbMATH DE number 6760929
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| English | Modelling 1-month Euribor interest rate by using differential equations with uncertainty |
scientific article; zbMATH DE number 6760929 |
Statements
16 August 2017
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modelling interest rates
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1-month Euribor
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itô-type stochastic differential equation
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maximum likelihood method
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prediction
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0.7679593563079834
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0.7578926682472229
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0.7564027905464172
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0.7484328746795654
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0.7472351789474487
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