On the accuracy of the local linear approximation for the term structure of interest rates (Q4610220)

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scientific article; zbMATH DE number 7002115
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On the accuracy of the local linear approximation for the term structure of interest rates
scientific article; zbMATH DE number 7002115

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    On the accuracy of the local linear approximation for the term structure of interest rates (English)
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    15 January 2019
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    term structure
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    interest rates
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    local linear approximation
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