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Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Finance research letters
7
(
2010
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
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