Consistency conditions for affine term structure models. (Q2574626)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency conditions for affine term structure models. |
scientific article |
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Consistency conditions for affine term structure models. (English)
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29 November 2005
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affine term structure models
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Feynman-Kac formula
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