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~isPartOf:"Finance and stochastics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Chiarella, Carl"
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Finance and stochastics
SFB 649 discussion paper
The journal of finance : the journal of the American Finance Association
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Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
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