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~subject:"Nonlinear regression"
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Nonlinear regression
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
(
contributor
);
Shoji, Isao
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387612
Saved in:
3
Is nonlinear drift implied by the short-end of the term structure? : by Hideyuki Takamizawa
Takamizawa, Hideyuki
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003397383
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4
Modeling the term structure of interest rates with general short-rate models
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 323-335
Persistent link: https://www.econbiz.de/10001771705
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