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Chapter title |
Models of the Short-term Rate
|
---|---|
Chapter number | 12 |
Book title |
Martingale Methods in Financial Modelling
|
Published by |
Springer, Berlin, Heidelberg, January 1997
|
DOI | 10.1007/978-3-662-22132-7_12 |
Book ISBNs |
978-3-66-222134-1, 978-3-66-222132-7
|
Authors |
Marek Musiela, Marek Rutkowski |