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  • 标题:Models of the Short Interest Rate in Discrete Processes
  • 本地全文:下载
  • 作者:Naoyuki Ishimura ; Bold Javkhlan ; MasaAki Nakamura
  • 期刊名称:Open Journal of Applied Sciences
  • 印刷版ISSN:2165-3917
  • 电子版ISSN:2165-3925
  • 出版年度:2013
  • 卷号:3
  • 期号:1B
  • 页码:12-14
  • DOI:10.4236/ojapps.2013.31B1003
  • 出版社:Scientific Research Publishing
  • 摘要:The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.
  • 关键词:Short Interest Rates; One-factor Model; Discrete Processes
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