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Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
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2
On a corporate bond pricing model with credit rating migration risks and stochastic interest rate
Liang, Jin
;
Yin, Hong-Ming
;
Chen, Xinfu
;
Wu, Yuan
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 300-319
Persistent link: https://www.econbiz.de/10012137817
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Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
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