Markov-functional interest rate models
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References listed on IDEAS
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More about this item
KeywordsYield curve modelling; derivatives pricing; Markov processes;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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