A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574)

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A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS
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    title
    A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (English)
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    author
    Andrea Gombani
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    publication date
    3 September 2008
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    zbMATH DE Number
    5320125
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