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Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and Stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10005390701
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2
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Saved in:
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