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Q4866228 - MaRDI portal

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scientific article; zbMATH DE number 850209
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English
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scientific article; zbMATH DE number 850209

    Statements

    publication date
    24 July 1996
    0 references
    zbMATH Keywords
    survey of models
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    term structure of interest rates
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    Markov state-space representation
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    author
    J. Darrell Duffie
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    Identifiers

    zbMATH DE Number
    850209
    0 references
     
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