A note on the Flesaker-Hughston model of the term structure of interest rates
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Publication:4541544
DOI10.1080/135048697334782zbMath1009.91020MaRDI QIDQ4541544
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048697334782
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