A cyclical square-root model for the term structure of interest rates
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Cites work
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Cited in
(12)- A square root interest rate model fitting discrete initial term structure data
- Valuation of caps and swaptions under a stochastic string model
- Implications of implicit credit spread volatilities on interest rate modelling
- Stability and Hopf bifurcation of a modified predator-prey model with a time delay and square root response function
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