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~person:"Gorovoi, Viatcheslav"
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Search: person:"Linetsky, Vadim"
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Gorovoi, Viatcheslav
Linetsky, Vadim
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
2
Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical Finance
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10005139687
Saved in:
3
Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10008215000
Saved in:
4
Interest rates: Shadow interest - Using a Vasicek process for the shadow rate, the authors develop an analytical solution for pricing zero-coupon bonds using eigenfunction expansio...
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
12
,
pp. 81-84
Persistent link: https://www.econbiz.de/10007029506
Saved in:
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