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Estimating the Domestic Short Rate in a Convergence Model of Interest Rates Cover

Estimating the Domestic Short Rate in a Convergence Model of Interest Rates

Tatra Mountains Mathematical Publications
Volume 75 (2020): Issue 1 (April 2020)
By: ,   and    
Open Access
|Apr 2020
Authors

Authors

Zuzana Bučková

zuzana.zikova.buckova@gmail.com

Faculty of Mathematics, Comenius University, Bratislava, Slovakia

Zuzana Girová

z.girova@gmail.com

Faculty of Mathematics, Comenius University, Bratislava, Slovakia

Beáta Stehlíková

stehlikova@fmph.uniba.sk

Faculty of Mathematics, Comenius University, Bratislava, Slovakia
DOI: https://doi.org/10.2478/tmmp-2020-0003 | Journal eISSN: 1338-9750 | Journal ISSN: 1210-3195
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Language: English
Page range: 33 - 48
Submitted on: Aug 27, 2019
Published on: Apr 24, 2020
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
interest rates,
short rate,
convergence model,
calibration
Related subjects:
Mathematics,
General mathematics

© 2020 Zuzana Bučková, Zuzana Girová, Beáta Stehlíková, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 75 (2020): Issue 1 (April 2020)
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