A short term interest rate model
Year of publication: |
1999-01-29
|
---|---|
Authors: | Platen, Eckhard |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 2, p. 215-225
|
Publisher: |
Springer |
Subject: | Interest rate modelling | stochastic volatility | stochastic differential equations |
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