An approximation of caplet implied volatilities in Gaussian models (Q816447)
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scientific article; zbMATH DE number 5010110
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| English | An approximation of caplet implied volatilities in Gaussian models |
scientific article; zbMATH DE number 5010110 |
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An approximation of caplet implied volatilities in Gaussian models (English)
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9 March 2006
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forward rate
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standard deviation
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stochastic dynamics
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0.7774457931518555
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0.7731779217720032
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0.7605426907539368
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0.7566426992416382
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0.7461954355239868
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