On the quasi Gaussian interest rate models
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Publication:1012314
DOI10.1023/A:1010050324643zbMath1157.91349MaRDI QIDQ1012314
Publication date: 15 April 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic integral equations (60H20)
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