Hysteresis effects under CIR interest rates
| Year of publication: |
2011
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|---|---|
| Authors: | Dias, José Carlos ; Shackleton, Mark B. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 211.2011, 3 (16.6.), p. 594-601
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