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Term structure models
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What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
Akahori, Jirô
;
Tsuchiya, Takahiro
- In:
Asia-Pacific Financial Markets
13
(
2006
)
4
,
pp. 299-313
Persistent link: https://www.econbiz.de/10005727077
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