A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model
| Year of publication: |
1994
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|---|---|
| Authors: | Clewlow, Les ; Strickland, Chris |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 3.1994, 4, p. 95-100
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