Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Q3065132)

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Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models
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    Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (English)
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    4 January 2011
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    stochastic
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    interest rates
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    derivatives
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    box method
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