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BILINEAR TERM STRUCTURE MODEL - MaRDI portal

BILINEAR TERM STRUCTURE MODEL (Q3069955)

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BILINEAR TERM STRUCTURE MODEL
scientific article

    Statements

    title
    BILINEAR TERM STRUCTURE MODEL (English)
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    author
    Christian Gouriéroux
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    Alain Monfort
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    publication date
    2 February 2011
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    zbMATH Keywords
    affine term structure model
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    bilinear term structure model
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    quadratic term structure model
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    stochastic discount factor
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    Identifiers

    zbMATH DE Number
    5843565
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    OpenAlex ID
    W2165373275
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