Bond pricing when the short-term interest rate follows a threshold process
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Publication:3605240
DOI10.1080/14697680701691451zbMath1154.91458OpenAlexW3126091833MaRDI QIDQ3605240
Theofanis Archontakis, Wolfgang Lemke
Publication date: 23 February 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22114
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