Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models
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Publication:2375471
DOI10.1155/2013/276238zbMath1266.91025OpenAlexW2019964711WikidataQ59002536 ScholiaQ59002536MaRDI QIDQ2375471
Publication date: 14 June 2013
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/276238
Cites Work
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