Efficient bond price approximations in non-linear equilibrium-based term structure models.
| Autor: | Andreasen, Martin M.1, Zabczyk, Pawel1 |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Feb2015, Vol. 19 Issue 1, p1-33. 33p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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