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A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds.
Farshid Mehrdoust
Ali Reza Najafi
Published in:
J. Comput. Appl. Math. (2020)
Keyphrases
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probabilistic model
experimental data
prediction model
bayesian networks
management system
theoretical analysis
computational model
mathematical model
formal model
database
information systems
high level
multi agent systems
cost function
sensitivity analysis