Markovian spot rate dynamics with stochastic volatility structures (Q4994411)
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scientific article; zbMATH DE number 7360818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markovian spot rate dynamics with stochastic volatility structures |
scientific article; zbMATH DE number 7360818 |
Statements
Markovian spot rate dynamics with stochastic volatility structures (English)
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18 June 2021
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Markovian
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bond pricing
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heath
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Jarrow and Morton
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stochastic volatility
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0.8099344372749329
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0.8076065182685852
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0.8060871362686157
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0.8016993403434753
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0.7913033366203308
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