The Market Model of Interest Rate Dynamics
Year of publication: |
1997
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Authors: | Brace, Alan ; Gatarek, Dariusz ; Musiela, Marek |
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. 7.1997, 2, p. 127-156
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