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Polynomial Models for interest rates and stochastic volatility

This article discuss a class of tractable model in the form of polynomial type.
Year of publication:
2014-04
Authors: Cheng, Si ; Tehranchi, Michael R.
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://www.econbiz.de/10010765019
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