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On the role of state variables in interest rates models

✍ Scribed by Nicole El Karoui; Helyette Geman; Vincent Lacoste

Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 467 KB
Volume: 16
Category: Article
ISSN: 1524-1904
DOI: 10.1002/1526-4025(200007/09)16:3<197::aid-asmb414>3.0.co;2-q

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