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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
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