Linear-quadratic term structure models – Toward the understanding of jumps in interest rates
| Year of publication: |
2009
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|---|---|
| Authors: | Jiang, George ; Yan, Shu |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 33.2009, 3, p. 473-485
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