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Real-world forward rate dynamics with affine realizations

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Platen, Eckhard, Tappe, Stefan
Formato:	Preprint
Publicado:	2019
Materias:	Mathematical Finance Probability 91G80, 60H15
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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