"Random step functions model for interest rates."

Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag (2003)

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DOI: 10.1007/S007800200080

access: closed

type: Journal Article

metadata version: 2020-07-22

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Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag:
Random step functions model for interest rates. Finance Stochastics 7(1): 123-143 (2003)

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