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A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
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pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
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A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423
Persistent link: https://www.econbiz.de/10006700422
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