"A general characterization of one factor affine term structure models."

Damir Filipovic (2001)

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DOI: 10.1007/PL00013540

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type: Journal Article

metadata version: 2024-10-06

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Damir Filipovic:
A general characterization of one factor affine term structure models. Finance Stochastics 5(3): 389-412 (2001)

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