Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
| Authors: | Jiang, George J. |
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| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 19980, 03300, p. 465-498
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