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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Applied mathematical finance"
~person:"Siu, Tak Kuen"
~subject:"CAPM"
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On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
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