Empirical Tests of Two State-Variable Heath-Jarrow Models
Year of publication: |
1996
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Authors: | Bliss, Robert R. ; Ritchken, Peter |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 2183626. - Vol. 28.1996, 3, 2, p. 452-476
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