An implementation of the HJM model with application to Japanese interest futures
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Publication:1000404
DOI10.1007/BF00868084zbMath1153.91792MaRDI QIDQ1000404
Takeaki Kariya, Kenji Kamizono
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
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