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~person:"Grbac, Zorana"
~person:"Schlögl, Erik"
~person:"Sondermann, Dieter"
~subject:"Basis"
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
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