The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
| Year of publication: |
1999
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|---|---|
| Authors: | Jong, Frank de ; Santa-Clara, Pedro |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 34.1999, 1, p. 131
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