表否定
发表于 2025-3-23 12:12:07
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排斥
发表于 2025-3-23 14:26:48
Peter Gomez,Gilbert J. B. Probstand to replicate risks within the interest rates market. Three dominating frameworks coexist: short-term rate, forward rate, and the Libor market models. In this last approach, proposed by Brace et al., interest rates are driven by geometric diffusions.
Diskectomy
发表于 2025-3-23 19:28:16
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Cursory
发表于 2025-3-23 22:54:30
https://doi.org/10.1007/978-3-031-06361-9Quantitative Finance; Econometrics; switching processes; fractional Brownian motion; Sub-diffusions; Gaus
Asymptomatic
发表于 2025-3-24 03:25:56
978-3-031-06363-3The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
mastopexy
发表于 2025-3-24 08:13:19
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贫穷地活
发表于 2025-3-24 12:48:06
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无脊椎
发表于 2025-3-24 18:22:14
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Eeg332
发表于 2025-3-24 22:57:11
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压舱物
发表于 2025-3-25 01:17:11
https://doi.org/10.1007/978-3-322-88949-2 prices in nested models. Particle filtering is a simulation-based method approximating the likelihood of observations. This approach allows us to fit processes for which the probability density function does not admit any closed form expression. The first part of the chapter introduces particle fil