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~subject:"Arbitrage Pricing"
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International journal of financial engineering and risk management
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Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel model
Dang-Nguyen, Stéphane
;
Rakotondratsimba, Yves
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 220-255
Persistent link: https://www.econbiz.de/10011778857
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