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subject:"Stochastischer Prozess"
~isPartOf:"Documents de travail / Banque de France"
~subject:"Finanzmarkt"
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An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
Mouabbi, Sarah
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2014
Persistent link: https://www.econbiz.de/10010439768
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