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Marked point process
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discount bond price
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partial differential difference equation
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Short rate analysis and marked point processes
Elliott, Robert J.
;
Tsoi, Allanus H.
;
Lui, Shiu Hong
- In:
Computational Statistics
50
(
1999
)
1
,
pp. 149-160
In this paper we model the instantaneous
spot
interest
rate
in a financial market by means of a marked point process …
Persistent link: https://www.econbiz.de/10010847512
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