On affine interest rate models (Q6216325)

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scientific article; zbMATH DE number 900101309
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On affine interest rate models
scientific article; zbMATH DE number 900101309

    Statements

    publication date
    14 November 2009
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    arXiv classification
    math.PR
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    q-fin.CP
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    author
    Paul Lescot
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    Identifiers

    arXiv ID
    0911.2757
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