Arbitrage free pricing of interest rate
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Bjorn Flesaker
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Article
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1993
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John Wiley and Sons
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English
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This article is based on the first chapter of the author's doctoral dissertation at the University of California at Berkeley. Thanks are due to the dissertation committee members: Gerard Gennotte, Hayne Leland, Pravin Varaiya, and especially, David Modest. Funding from the Norwegian Council for Rese