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Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
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Interest rate models : an infinite dimensional stochastic analysis perspective
Carmona, René
;
Tehranchi, Michael R.
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2006
Persistent link: https://www.econbiz.de/10003042088
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