Lognormality of rates and term structure models

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Publication:4487014

DOI10.1080/07362990008809676zbMath0962.91037OpenAlexW2086780516MaRDI QIDQ4487014

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Publication date: 21 June 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809676



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