On the construction of finite dimensional realizations for nonlinear forward rate models
| Year of publication: |
2002
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|---|---|
| Authors: | Björk, Tomas ; Landén, Camilla |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 3, p. 303-332
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