Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Approximate formulae for pricing zero-coupon bonds and their asymptotic
  analysis   We analyze analytic approximation formulae for pricing zero-coupon bonds in
the case when the short-term interest rate is driven by a one-factor
mean-reverting process with a volatility nonlinearly depending on the interest
rate itself. We derive the order of accuracy of the analytical approximation
due to Choi and Wirjanto. We furthermore give an explicit formula for a higher
order approximation and we test both approximations numerically for a class of
one-factor interest rate models.

5
The categories of this paper are: gr-qc
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The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
6
The categories of this paper are: astro-ph
18
The categories of this paper are: econ
29
The categories of this paper are: funct-an
3
The categories of this paper are: physics
4
The categories of this paper are: cond-mat
0
The categories of this paper are: hep-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
16
The categories of this paper are: stat
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The categories of this paper are: hep-ex
11
The categories of this paper are: hep-lat