A Yield-Factor Model of Interest Rates
| Year of publication: |
1996
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|---|---|
| Authors: | Duffie, Darrell ; Kan, Rui |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 6.1996, 4, p. 379-406
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