A three-factor path-independent specification of the Heath, Jarrow and Morton term structure model

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Title: A three-factor path-independent specification of the Heath, Jarrow and Morton term structure model
Authors: Guo, Chen
Date: 1996
URL: http://hdl.handle.net/10393/18201
http://dx.doi.org/10.20381/ruor-1204
CollectionTelfer - Documents de travail // Telfer - Working Papers
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