Boundary conditions for the single-factor term structure equation (Q627249)
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scientific article
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| English | Boundary conditions for the single-factor term structure equation |
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Boundary conditions for the single-factor term structure equation (English)
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21 February 2011
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the term structure equation
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degenerate parabolic equations
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stochastic representation
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0.8662674427032471
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0.7573866248130798
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0.7573866248130798
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0.7521471381187439
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0.7427578568458557
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