Classes of interest rate models under the HJM framework

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Publication:1415420

DOI10.1023/A:1011468322967zbMATH Open1089.91018MaRDI QIDQ1415420FDOQ1415420


Authors: Carl Chiarella, Oh Kang Kwon Edit this on Wikidata


Publication date: 4 December 2003

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)





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