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"Linear Gaussian affine term structure models with unobservable factors: ..."
Paresh Date, Chieh Wang (2009)
- Paresh Date
, Chieh Wang:
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting. Eur. J. Oper. Res. 195(1): 156-166 (2009)
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