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Term structure of interest rates under recursive preferences in continuous time - MaRDI portal

Term structure of interest rates under recursive preferences in continuous time (Q842835)

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scientific article; zbMATH DE number 5607583
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English
Term structure of interest rates under recursive preferences in continuous time
scientific article; zbMATH DE number 5607583

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    Term structure of interest rates under recursive preferences in continuous time (English)
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    25 September 2009
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    term structure of interest rates
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    recursive preference
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    continuous time
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