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A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation
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Zeitschriftentitel: | SSRN Electronic Journal |
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Personen und Körperschaften: | |
In: | SSRN Electronic Journal, 2016 |
Format: | E-Article |
Sprache: | Englisch |
veröffentlicht: |
Elsevier BV
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Schlagwörter: |
author_facet |
Fries, Christian P. Fries, Christian P. |
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author |
Fries, Christian P. |
spellingShingle |
Fries, Christian P. SSRN Electronic Journal A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation Pharmacology (medical) |
author_sort |
fries, christian p. |
spelling |
Fries, Christian P. 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.2737091 A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation SSRN Electronic Journal |
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title |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_unstemmed |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_full |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_fullStr |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_full_unstemmed |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_short |
A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_sort |
a short note on the exact stochastic simulation scheme of the hull-white model and its implementation |
topic |
Pharmacology (medical) |
url |
http://dx.doi.org/10.2139/ssrn.2737091 |
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2016 |
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author | Fries, Christian P. |
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spelling | Fries, Christian P. 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.2737091 A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation SSRN Electronic Journal |
spellingShingle | Fries, Christian P., SSRN Electronic Journal, A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation, Pharmacology (medical) |
title | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_full | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_fullStr | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_full_unstemmed | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_short | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
title_sort | a short note on the exact stochastic simulation scheme of the hull-white model and its implementation |
title_unstemmed | A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation |
topic | Pharmacology (medical) |
url | http://dx.doi.org/10.2139/ssrn.2737091 |