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scientific article; zbMATH DE number 5499198
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scientific article; zbMATH DE number 5499198

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    author
    Ernst Eberlein
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    Wolfgang Kluge
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    publication date
    28 January 2009
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    Mathematics Subject Classification ID
    60H30
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    60H10
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    91B26
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    zbMATH DE Number
    5499198
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    zbMATH Keywords
    Lévy processes
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    market models
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    forward rate model
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    calibration
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