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Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models
Hyndman, Cody, Zhou, XinghuaVolume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2015.1009548
Date:
May, 2015
File:
PDF, 205 KB
english, 2015