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10 - Arbitrage-Free Affine Term Structure

from Part III - Bond Market in Continuous Time

Published online by Cambridge University Press:  06 April 2020

Michał Barski  and
Jerzy Zabczyk
Michał Barski
Affiliation:
Uniwersytet Warszawski, Poland
Jerzy Zabczyk
Affiliation:
Polish Academy of Sciences

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