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Arbitrage-free Gaussian affine term structure model with observable factors
Wang, Gang
- In:
Journal of mathematical finance
5
(
2015
)
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pp. 142-152
Persistent link: https://www.econbiz.de/10011398757
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Identification and estimation of Gaussian affine term structure models with regime switching
Wang, Gang
- In:
Journal of mathematical finance
4
(
2014
)
3
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pp. 148-159
Persistent link: https://www.econbiz.de/10010400123
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