Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (Q3424331)

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Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution
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    title
    Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (English)
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    author
    Carlo Mari
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    Roberto Renò
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    publication date
    15 February 2007
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    zbMATH DE Number
    5127631
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    OpenAlex ID
    W2049585166
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