NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES
Year of publication: |
2012
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Authors: | ALING, PETER ; HASSAN, SHAKILL |
Published in: |
South African Journal of Economics. - Economic Society of South Africa - ESSA, ISSN 0038-2280. - Vol. 80.2012, 3, p. 301-318
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Publisher: |
Economic Society of South Africa - ESSA |
Saved in:
Online Resource
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