Affine models with stochastic market price of risk (Q5281723)
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scientific article; zbMATH DE number 6752342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Affine models with stochastic market price of risk |
scientific article; zbMATH DE number 6752342 |
Statements
AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK (English)
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26 July 2017
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affine modelling
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market price of risk
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predictions of interest rates
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0.7536665797233582
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0.748325526714325
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0.7464674115180969
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0.7392927408218384
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0.7383420467376709
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