Statistical-mechanical aids to calculating term-structure models
Author:
Publisher
American Physical Society (APS)
Subject
Atomic and Molecular Physics, and Optics
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevA.42.7057/fulltext
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1. Very fast simulated re-annealing
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3. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
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