A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
| Year of publication: |
2001
|
|---|---|
| Authors: | Brigo, Damiano ; Mercurio, Fabio |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 5.2001, 3, p. 369-388
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