Implied interest rate pricing models
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Publication:1387769
DOI10.1007/s007800050041zbMath0907.60046MaRDI QIDQ1387769
Publication date: 18 February 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050041
60G42: Martingales with discrete parameter
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