An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility
| Authors: | Andreasen, Jesper ; Collin-Dufresne, Pierre ; Shi, Wei |
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| Institutions: | Carnegie Mellon University, Tepper School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 2000-E40 |
| Source: |
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