Term structure of interest rates: The martingale approach (Q583070)
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scientific article; zbMATH DE number 4131899
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Term structure of interest rates: The martingale approach |
scientific article; zbMATH DE number 4131899 |
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Term structure of interest rates: The martingale approach (English)
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1989
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interest rate
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savings
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bonds
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Brownian motion
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diffusion
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0.8526784777641296
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0.796259880065918
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0.7907370328903198
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