Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
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Published:2011
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
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2. A base model for multifactor speci?cations of the term structure;A Berardi;Economic Notes,1999
3. Interest rates as options;F Black;Journal of Finance,1995
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