Markovian spot rate dynamics with stochastic volatility structures
Year of publication: |
1997
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Authors: | Au, K.T. ; Sim, A.B. ; Thurston, D.C. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 2, p. 101-108
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