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~person:"Gouriéroux, Christian"
~person:"Lhabitant, François-Serge"
~type_genre:"Working Paper"
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Gouriéroux, Christian
Lhabitant, François-Serge
Linton, Oliver
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Fujiwara, Ippei
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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
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2
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
3
An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406547
Saved in:
4
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge
;
Castellani, Davide
;
Reghai, A.
-
1998
Persistent link: https://www.econbiz.de/10000168120
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