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Linear-Rational Term Structure Models

Linear-Rational Term Structure Models

AuthorD. Filipović, Anders Trolle, M. Larsson
JournalJournal of Finance
Date21 mars 2017
CatégorieAcademic Publications
Volumevol 72(2), pp 655–704
Linkhttps://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12488

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