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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Fabozzi, Frank J."
~person:"Mercurio, Fabio"
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Fabozzi, Frank J.
Mercurio, Fabio
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Report / Erasmus Center for Financial Research, Erasmus University
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Interest rate modelling after the financial crisis
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An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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1996
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