INTEREST RATES - FIT AND RUN: Presenting a realistic interest rate model which can be efficiently implemented and well calibrated
| Year of publication: |
1998
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|---|---|
| Authors: | Hunt, Phil ; Kennedy, Joanne ; Peisser, Antoon |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 3, p. 65-70
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