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Linear-quadratic term structure models – Toward the understanding of jumps in interest rates

✍ Scribed by George Jiang; Shu Yan

Book ID: 116615257
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 384 KB
Volume: 33
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2008.08.018

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