Two extensions for fitting discrete time term structure models with normally distributed factors
| Year of publication: |
2004
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|---|---|
| Authors: | Agca, Senay ; Chance, Don M. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 3, p. 187-206
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