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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Mathematical finance : an international journal of mathematics, statistics and financial theory
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A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
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Gouriéroux, Christian
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2010
Persistent link: https://www.econbiz.de/10009406003
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An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
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2010
Persistent link: https://www.econbiz.de/10009406547
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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
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1996
Persistent link: https://www.econbiz.de/10000936717
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