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Models of the Short Interest Rate in Discrete Processes

Abstract PP. 12-14
DOI: 10.4236/ojapps.2013.31B1003    2,694 Downloads   3,780 Views   Citations


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.

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The authors declare no conflicts of interest.

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N. Ishimura, B. Javkhlan, M. Nakamura and Z. Wei, "Models of the Short Interest Rate in Discrete Processes," Open Journal of Applied Sciences, Vol. 3 No. 1B, 2013, pp. 12-14. doi: 10.4236/ojapps.2013.31B1003.


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