The dynamics of the forward interest rate curve: A formulation with state variables
de Jong,F.C.J.M.
de Jong,F.C.J.M.
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Pagination: 26
Date
1999
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Research Projects
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de Jong, F C J M 1999, 'The dynamics of the forward interest rate curve : A formulation with state variables', Journal of Financial and Quantitative Analysis, vol. 34, no. 1, pp. 131-157.