✦ LIBER ✦

A simple long-memory equilibrium interest rate model

✍ Scribed by Jin-Chuan Duan; Kris Jacobs

Book ID: 117332864
Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 449 KB
Volume: 53
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(96)00918-4

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