A Gaussian approach for continuous time models of the short-term interest rate
| Year of publication: |
2001
|
|---|---|
| Authors: | Yu, Jun ; Phillips, Peter C.B. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 4.2001, 2, p. 210-224
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