Problems in certain two-factor term structure models (Q687710)
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scientific article; zbMATH DE number 436554
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| English | Problems in certain two-factor term structure models |
scientific article; zbMATH DE number 436554 |
Statements
Problems in certain two-factor term structure models (English)
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28 October 1993
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two-factor option pricing
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diffusion equations
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0.86660415
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0.8659625
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0.86100376
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0.85037124
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