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On the Specification of the Drift and Diffusion Functions for Continuous-time Models of the Spot Interest Rate

✍ Scribed by A. S. Hurn; K. A. Lindsay

Book ID: 108554703
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 182 KB
Volume: 64
Category: Article
ISSN: 0140-5543
DOI: 10.1111/1468-0084.00277

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