A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates
| Year of publication: |
2002
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|---|---|
| Authors: | Chen, Ren-Raw ; Yang, T.L.Tyler |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 19.2002, 1, p. 5-20
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