Comparison of the performance of a time-dependent short-interest rate model with time-independent models
| Year of publication: |
2004
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|---|---|
| Authors: | Goard, Joanna ; Hansen, Noel |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 2, p. 147-164
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