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~isPartOf:"Journal of economic dynamics & control"
~person:"Hördahl, Peter"
~person:"Schlögl, Erik"
~subject:"Stochastischer Prozess"
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Hördahl, Peter
Schlögl, Erik
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Journal of economic dynamics & control
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
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