Characterizing Gaussian Models of the Term Structure of Interest Rates
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Publication:4372044
DOI10.1111/1467-9965.00026zbMath0884.90038OpenAlexW2010351891MaRDI QIDQ4372044
Publication date: 5 April 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00026
Economic time series analysis (91B84) Signal detection and filtering (aspects of stochastic processes) (60G35)
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