A model of discontinuous interest rate behavior, yield curves, and volatility
Year of publication: |
2007
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Authors: | Heston, Steven L. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 10.2007, 3, p. 205-226
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