A positive interest rate model with sticky barrier (Q5309001)
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scientific article; zbMATH DE number 5198449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A positive interest rate model with sticky barrier |
scientific article; zbMATH DE number 5198449 |
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A positive interest rate model with sticky barrier (English)
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9 October 2007
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Short-term interest rate models
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partial integro-differential equation
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zero-interest rate
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finite difference methods
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