ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388)

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ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS
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    ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (English)
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    24 February 2002
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    term structure of interest rates
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    multiplicative decomposition
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    implied savings account
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