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Analytical implementation of the Ho and Lee model for the short interest rate

✍ Scribed by Dwight Grant; Gautam Vora

Book ID: 117701162
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 309 KB
Volume: 14
Category: Article
ISSN: 1044-0283
DOI: 10.1016/s1044-0283(03)00003-6

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