A square root interest rate model fitting discrete initial term structure data
| Year of publication: |
2000
|
|---|---|
| Authors: | Schlögl, Erik ; Schlögl, Lutz |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 7.2000, 3, p. 183-210
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