A 3-Factor Model for the Yield-Curve Dynamics - The Case of Stochastic Spot-Rate, Market Price of Risk and Volatility
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Published:1998
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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
Author:
Madsen Claus Anderskov
Cited by
1 articles.
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