Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions |
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Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (English)
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4 January 2016
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Markov process
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Vasicek model
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Ornstein-Uhlenbeck process
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bond option pricing
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regime-switching
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