Consistency problems for Heath-Jarrow-Morton interest rate models Damir Filipovic.

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Bibliographic Details
Main Author: Filipovic, Damir, 1970-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, c2001.
Series:Lecture notes in mathematics (Springer-Verlag) ; 1760.
Subjects:
Online Access:https://doi.org/10.1007/b76888
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